-91.8%
PACB vs SPY
+763.1%
-854.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +3.8% | +0.1% | +3.8% | +4.1% |
| 3M | -17.2% | +2.0% | -19.2% | -19.5% |
| 6M | -13.5% | +13.0% | -26.5% | -28.7% |
| YTD | -27.8% | +13.5% | -41.4% | -41.0% |
| 1Y | +8.9% | +20.0% | -11.1% | -17.7% |
| 3Y | -88.2% | +77.2% | -165.4% | -95.1% |
| 5Y | -95.7% | +81.9% | -177.6% | -98.0% |
| 10Y | -83.7% | +314.1% | -397.8% | -97.8% |
| All | -91.8% | +763.1% | -854.8% | -99.7% |
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 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