+115.5%
PAG vs SPY
+72.1%
+43.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.5% | +2.6% | -2.1% | -1.8% |
| 30D | +9.6% | -2.0% | +11.6% | +11.2% |
| 3M | -1.7% | -2.8% | +1.0% | +0.4% |
| 6M | +30.1% | +2.1% | +28.0% | +26.9% |
| YTD | +38.1% | +11.5% | +26.6% | +23.9% |
| 1Y | +38.0% | +13.5% | +24.5% | +21.8% |
| 3Y | +54.8% | +77.7% | -22.9% | -13.3% |
| All | +115.5% | +72.1% | +43.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling