+306.7%
PACS vs SPY
+13.0%
+293.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.5% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | +13.0% | -2.4% | +15.4% | +13.7% |
| 3M | +11.4% | -1.2% | +12.5% | +11.8% |
| 6M | +56.9% | +3.3% | +53.6% | +56.7% |
| YTD | +30.4% | +12.3% | +18.1% | +25.6% |
| 1Y | +306.7% | +12.4% | +294.2% | +295.1% |
| All | +306.7% | +13.0% | +293.7% | +295.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling