+211.5%
PAC vs SPY
+311.3%
-99.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | -7.8% | -0.9% | -6.8% | -6.9% |
| 3M | -8.5% | +3.9% | -12.4% | -11.9% |
| 6M | -13.5% | +14.5% | -28.0% | -24.3% |
| YTD | -22.1% | +12.9% | -35.0% | -30.9% |
| 1Y | -17.9% | +19.4% | -37.3% | -31.2% |
| 3Y | +30.9% | +78.5% | -47.5% | -28.7% |
| 5Y | +111.0% | +81.8% | +29.3% | +11.9% |
| 10Y | +211.5% | +311.5% | -100.1% | -30.9% |
| All | +211.5% | +311.3% | -99.9% | -30.9% |
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