+2,127.2%
PAC vs SPY
+729.6%
+1,397.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +7.8% | -2.7% | +10.5% | +10.4% |
| 30D | +23.4% | -5.4% | +28.8% | +29.6% |
| 3M | +11.9% | -4.1% | +16.0% | +16.1% |
| 6M | -0.3% | +0.7% | -1.0% | -1.1% |
| YTD | -5.7% | +8.7% | -14.4% | -12.7% |
| 1Y | +14.8% | +10.9% | +3.9% | +4.2% |
| 3Y | +106.8% | +75.0% | +31.8% | +21.2% |
| 5Y | +117.6% | +67.8% | +49.8% | +32.3% |
| 10Y | +302.4% | +312.9% | -10.4% | +11.6% |
| All | +2,127.2% | +729.6% | +1,397.6% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling