-87.3%
PACB vs SPY
+753.5%
-840.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -9.0% |
| 7D | -18.0% | -0.9% | -17.1% | -17.0% |
| 30D | -0.5% | -2.4% | +1.9% | +4.4% |
| 3M | +83.3% | -1.2% | +84.5% | +89.0% |
| 6M | +53.7% | +3.3% | +50.4% | +47.7% |
| YTD | +11.8% | +12.3% | -0.5% | -6.2% |
| 1Y | +12.4% | +12.4% | -0.1% | -5.8% |
| 3Y | -67.9% | +78.8% | -146.8% | -86.9% |
| 5Y | -92.3% | +75.2% | -167.4% | -96.2% |
| 10Y | -73.7% | +311.1% | -384.8% | -96.3% |
| All | -87.3% | +753.5% | -840.8% | -99.5% |
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