+108.7%
PACS vs SPY
+51.2%
+57.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.9% |
| 7D | -4.4% | +3.3% | -7.7% | -6.5% |
| 30D | +8.2% | -2.7% | +10.8% | +10.2% |
| 3M | +5.6% | -1.7% | +7.3% | +6.7% |
| 6M | +17.0% | +3.1% | +14.0% | +14.3% |
| YTD | +25.0% | +11.9% | +13.1% | +14.9% |
| 1Y | +318.8% | +12.0% | +306.9% | +285.4% |
| All | +108.7% | +51.2% | +57.5% | +48.9% |
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