+124.0%
PAGP vs SPY
+78.7%
+45.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -1.4% | +0.5% | -2.0% | -1.7% |
| 30D | +13.5% | -0.9% | +14.4% | +13.9% |
| 3M | +15.8% | +3.9% | +11.9% | +13.4% |
| 6M | +21.9% | +14.5% | +7.4% | +13.0% |
| YTD | +54.7% | +12.9% | +41.8% | +44.3% |
| 1Y | +64.4% | +19.4% | +45.0% | +47.5% |
| 3Y | +124.0% | +78.5% | +45.5% | +55.2% |
| All | +124.0% | +78.7% | +45.3% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling