+81.3%
PAGP vs SPY
+322.5%
-241.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | +0.4% | -0.8% | +1.1% | +1.1% |
| 30D | +11.3% | -1.1% | +12.4% | +12.3% |
| 3M | +16.6% | +3.9% | +12.7% | +11.7% |
| 6M | +23.5% | +13.6% | +9.9% | +7.5% |
| YTD | +54.3% | +12.7% | +41.6% | +34.9% |
| 1Y | +61.9% | +17.5% | +44.4% | +35.1% |
| 3Y | +124.2% | +76.9% | +47.3% | +19.0% |
| 5Y | +301.1% | +83.6% | +217.6% | +99.9% |
| All | +81.3% | +322.5% | -241.1% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling