-95.5%
PACB vs SPY
+81.8%
-177.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -0.9% |
| 7D | +3.1% | +0.5% | +2.6% | +1.7% |
| 30D | +10.9% | -0.9% | +11.9% | +13.9% |
| 3M | -4.3% | +3.9% | -8.2% | -12.7% |
| 6M | -4.3% | +14.5% | -18.9% | -30.0% |
| YTD | -29.4% | +12.9% | -42.3% | -46.6% |
| 1Y | +5.6% | +19.4% | -13.8% | -28.8% |
| 3Y | -87.3% | +78.5% | -165.8% | -96.8% |
| 5Y | -95.5% | +81.8% | -177.3% | -98.8% |
| All | -95.5% | +81.8% | -177.3% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling