+310.1%
PAC vs SPY
+315.0%
-4.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -2.9% |
| 7D | +5.0% | +0.1% | +5.0% | +4.7% |
| 30D | +22.7% | -3.3% | +26.0% | +26.5% |
| 3M | +11.0% | -2.4% | +13.4% | +13.4% |
| 6M | +0.6% | +2.6% | -2.0% | -2.1% |
| YTD | -6.2% | +11.2% | -17.5% | -15.7% |
| 1Y | +15.0% | +13.4% | +1.7% | +1.4% |
| 3Y | +114.3% | +79.9% | +34.4% | +15.2% |
| 5Y | +112.1% | +72.2% | +39.9% | +19.1% |
| 10Y | +310.1% | +307.3% | +2.8% | -12.6% |
| All | +310.1% | +315.0% | -4.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling