+364.5%
PAC vs SPY
+304.1%
+60.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.6% |
| 7D | +6.1% | -0.6% | +6.7% | +6.5% |
| 30D | +25.4% | -3.7% | +29.1% | +29.7% |
| 3M | +16.9% | -2.7% | +19.6% | +19.8% |
| 6M | +2.8% | +2.2% | +0.6% | +0.4% |
| YTD | -4.1% | +10.8% | -15.0% | -13.6% |
| 1Y | +18.6% | +11.2% | +7.3% | +6.5% |
| 3Y | +118.4% | +76.5% | +41.9% | +19.7% |
| 5Y | +119.7% | +72.9% | +46.8% | +22.6% |
| 10Y | +364.5% | +304.8% | +59.7% | -1.5% |
| All | +364.5% | +304.1% | +60.4% | -1.5% |
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