-63.1%
PACK vs SPY
+206.0%
-269.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | +18.5% | -0.6% | +19.0% | +19.1% |
| 30D | -4.9% | -3.7% | -1.2% | -0.6% |
| 3M | -32.1% | -2.7% | -29.4% | -29.8% |
| 6M | -45.8% | +2.2% | -48.0% | -46.8% |
| YTD | -34.8% | +10.8% | -45.6% | -40.9% |
| 1Y | -29.4% | +11.2% | -40.6% | -36.1% |
| 3Y | +20.9% | +76.5% | -55.6% | -28.4% |
| 5Y | -91.0% | +72.9% | -163.9% | -94.5% |
| All | -63.1% | +206.0% | -269.1% | -82.6% |
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