+1,866.9%
PAG vs SPY
+1,722.4%
+144.5%
-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 | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | +2.5% | +0.1% | +2.5% | +2.4% |
| 3M | +28.9% | +2.0% | +26.9% | +25.6% |
| 6M | +40.5% | +13.0% | +27.5% | +21.6% |
| YTD | +42.2% | +13.5% | +28.7% | +22.3% |
| 1Y | +21.7% | +20.0% | +1.7% | -2.0% |
| 3Y | +44.2% | +77.2% | -33.0% | -26.8% |
| 5Y | +183.0% | +81.9% | +101.1% | +38.8% |
| 10Y | +510.7% | +314.1% | +196.6% | +19.8% |
| All | +1,866.9% | +1,722.4% | +144.5% | +40.3% |
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