-84.6%
PACB vs SPY
+312.5%
-397.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | -2.3% | -0.4% | -1.9% | -1.7% |
| 30D | +12.2% | -1.4% | +13.5% | +15.3% |
| 3M | -5.8% | +3.7% | -9.5% | -11.4% |
| 6M | -7.2% | +13.0% | -20.2% | -23.7% |
| YTD | -31.0% | +12.4% | -43.4% | -42.7% |
| 1Y | -1.5% | +18.5% | -20.1% | -24.2% |
| 3Y | -87.6% | +77.6% | -165.2% | -94.9% |
| 5Y | -95.7% | +81.7% | -177.4% | -98.1% |
| 10Y | -84.6% | +319.7% | -404.3% | -97.7% |
| All | -84.6% | +312.5% | -397.2% | -97.7% |
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