+44.0%
PAHC vs SPY
+304.1%
-260.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -8.0% | -0.6% | -7.4% | -7.2% |
| 30D | -9.6% | -3.7% | -5.9% | -6.2% |
| 3M | +1.8% | -2.7% | +4.5% | +4.5% |
| 6M | -12.8% | +2.2% | -14.9% | -14.6% |
| YTD | -6.4% | +10.8% | -17.2% | -14.9% |
| 1Y | -23.5% | +11.2% | -34.7% | -30.8% |
| 3Y | +282.4% | +76.5% | +205.9% | +130.2% |
| 5Y | +74.9% | +72.9% | +1.9% | +6.4% |
| 10Y | +44.0% | +304.8% | -260.8% | -62.1% |
| All | +44.0% | +304.1% | -260.1% | -62.1% |
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 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