-76.1%
PAGS vs SPY
+67.4%
-143.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.3% |
| 7D | -4.3% | -2.7% | -1.6% | -0.2% |
| 30D | -27.7% | -5.4% | -22.3% | -21.6% |
| 3M | -16.4% | -4.1% | -12.3% | -11.1% |
| 6M | -24.8% | +0.7% | -25.5% | -26.4% |
| YTD | -16.8% | +8.7% | -25.5% | -27.5% |
| 1Y | -15.4% | +10.9% | -26.2% | -28.4% |
| 3Y | +9.7% | +75.0% | -65.3% | -59.4% |
| All | -76.1% | +67.4% | -143.5% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling