+382.1%
PAC vs SPY
+311.8%
+70.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.0% |
| 7D | +1.8% | -0.9% | +2.7% | +2.4% |
| 30D | +23.7% | -2.4% | +26.1% | +26.2% |
| 3M | +17.5% | -1.2% | +18.6% | +18.5% |
| 6M | +1.8% | +3.3% | -1.5% | -1.7% |
| YTD | -4.8% | +12.3% | -17.1% | -15.3% |
| 1Y | +15.4% | +12.4% | +2.9% | +2.5% |
| 3Y | +116.8% | +78.8% | +38.0% | +17.4% |
| 5Y | +123.3% | +75.2% | +48.1% | +23.1% |
| 10Y | +382.1% | +311.1% | +71.0% | +3.4% |
| All | +382.1% | +311.8% | +70.4% | +3.4% |
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