-70.9%
PAGS vs SPY
+204.4%
-275.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -0.9% |
| 7D | +2.1% | +3.3% | -1.2% | -3.0% |
| 30D | -28.8% | -2.7% | -26.2% | -26.1% |
| 3M | -7.6% | -1.7% | -5.9% | -5.3% |
| 6M | -17.6% | +3.1% | -20.7% | -22.2% |
| YTD | -14.4% | +11.9% | -26.3% | -28.7% |
| 1Y | -12.6% | +12.0% | -24.6% | -27.2% |
| 3Y | +9.4% | +78.2% | -68.8% | -58.5% |
| 5Y | -75.9% | +73.2% | -149.2% | -89.7% |
| All | -70.9% | +204.4% | -275.3% | -94.5% |
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