-62.1%
PACK vs SPY
+200.0%
-262.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.3% |
| 7D | +14.2% | -2.7% | +16.9% | +17.9% |
| 30D | -7.4% | -5.4% | -2.0% | -1.1% |
| 3M | -33.1% | -4.1% | -29.1% | -29.7% |
| 6M | -41.9% | +0.7% | -42.6% | -42.0% |
| YTD | -32.9% | +8.7% | -41.6% | -37.7% |
| 1Y | -26.5% | +10.9% | -37.4% | -33.1% |
| 3Y | +25.2% | +75.0% | -49.8% | -24.8% |
| 5Y | -90.3% | +67.8% | -158.1% | -93.9% |
| All | -62.1% | +200.0% | -262.1% | -81.7% |
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