-82.3%
PAGS vs SPY
+82.0%
-164.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +3.5% | +0.1% | +3.5% | +3.5% |
| 3M | +10.4% | +2.0% | +8.5% | +6.6% |
| 6M | -5.7% | +13.0% | -18.7% | -22.7% |
| YTD | +3.4% | +13.5% | -10.2% | -15.5% |
| 1Y | +7.6% | +20.0% | -12.4% | -19.3% |
| 3Y | +10.0% | +77.2% | -67.1% | -59.3% |
| All | -82.3% | +82.0% | -164.3% | -93.1% |
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