-17.9%
PAC vs SPY
+19.4%
-37.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | -7.8% | -0.9% | -6.8% | -7.0% |
| 3M | -8.5% | +3.9% | -12.4% | -11.5% |
| 6M | -13.5% | +14.5% | -28.0% | -22.7% |
| YTD | -22.1% | +12.9% | -35.0% | -29.6% |
| 1Y | -17.9% | +19.4% | -37.3% | -29.8% |
| All | -17.9% | +19.4% | -37.3% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling