+11.0%
PAGP vs SPY
+459.9%
-448.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +11.2% | +0.1% | +11.2% | +11.0% |
| 3M | +14.3% | +2.0% | +12.3% | +11.2% |
| 6M | +22.9% | +13.0% | +9.9% | +6.6% |
| YTD | +53.7% | +13.5% | +40.2% | +32.2% |
| 1Y | +60.3% | +20.0% | +40.4% | +29.5% |
| 3Y | +114.7% | +77.2% | +37.5% | +9.8% |
| 5Y | +294.2% | +81.9% | +212.3% | +91.1% |
| 10Y | +88.5% | +314.1% | -225.6% | -65.7% |
| All | +11.0% | +459.9% | -448.9% | -84.0% |
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