+63.3%
PAGP vs SPY
+311.8%
-248.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +0.3% |
| 7D | -3.8% | -0.9% | -2.9% | -3.1% |
| 30D | -1.8% | -2.4% | +0.6% | +0.2% |
| 3M | +4.7% | -1.2% | +5.9% | +5.3% |
| 6M | +13.6% | +3.3% | +10.3% | +8.8% |
| YTD | +44.9% | +12.3% | +32.6% | +26.6% |
| 1Y | +57.2% | +12.4% | +44.8% | +37.0% |
| 3Y | +104.5% | +78.8% | +25.7% | +7.1% |
| 5Y | +228.6% | +75.2% | +153.5% | +73.2% |
| 10Y | +63.3% | +311.1% | -247.8% | -60.5% |
| All | +63.3% | +311.8% | -248.4% | -60.5% |
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