+22.4%
PACK vs SPY
+79.4%
-57.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -2.0% |
| 7D | +5.7% | -0.9% | +6.6% | +6.9% |
| 30D | -1.7% | -2.4% | +0.7% | +2.9% |
| 3M | -34.0% | -1.2% | -32.9% | -32.7% |
| 6M | -43.8% | +3.3% | -47.1% | -47.4% |
| YTD | -34.4% | +12.3% | -46.7% | -46.9% |
| 1Y | -30.4% | +12.4% | -42.8% | -43.6% |
| All | +22.4% | +79.4% | -57.0% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling