+1,810.5%
PAG vs SPY
+1,689.4%
+121.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.5% | +2.6% | -2.1% | -2.4% |
| 30D | +9.6% | -2.0% | +11.6% | +11.6% |
| 3M | -1.7% | -2.8% | +1.0% | +0.9% |
| 6M | +30.1% | +2.1% | +28.0% | +25.9% |
| YTD | +38.1% | +11.5% | +26.6% | +20.6% |
| 1Y | +38.0% | +13.5% | +24.5% | +18.1% |
| 3Y | +54.8% | +77.7% | -22.9% | -22.2% |
| 5Y | +114.2% | +72.6% | +41.6% | +10.9% |
| 10Y | +479.0% | +308.2% | +170.9% | +14.7% |
| All | +1,810.5% | +1,689.4% | +121.1% | +38.4% |
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