-52.6%
PACK vs SPY
+213.5%
-266.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.1% |
| 7D | -7.3% | +0.1% | -7.5% | -7.5% |
| 30D | -17.5% | +0.1% | -17.5% | -17.5% |
| 3M | -34.0% | +2.0% | -36.0% | -35.3% |
| 6M | -14.2% | +13.0% | -27.2% | -24.4% |
| YTD | -16.1% | +13.5% | -29.6% | -26.1% |
| 1Y | -8.3% | +20.0% | -28.2% | -23.3% |
| 3Y | -27.0% | +77.2% | -104.2% | -57.1% |
| 5Y | -85.7% | +81.9% | -167.5% | -91.5% |
| All | -52.6% | +213.5% | -266.1% | -78.2% |
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