+2.6%
PAGP vs SPY
+448.5%
-445.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -3.8% |
| 7D | -7.5% | +0.1% | -7.6% | -7.8% |
| 30D | -3.1% | -3.3% | +0.2% | -0.1% |
| 3M | +4.2% | -2.4% | +6.6% | +6.2% |
| 6M | +13.0% | +2.6% | +10.4% | +8.6% |
| YTD | +42.1% | +11.2% | +30.9% | +24.2% |
| 1Y | +55.2% | +13.4% | +41.8% | +32.7% |
| 3Y | +102.2% | +79.9% | +22.3% | +1.0% |
| 5Y | +214.5% | +72.2% | +142.3% | +61.9% |
| 10Y | +53.6% | +307.3% | -253.7% | -71.8% |
| All | +2.6% | +448.5% | -445.9% | -85.0% |
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