+75.1%
PAHC vs SPY
+312.5%
-237.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -7.8% | -0.4% | -7.5% | -7.5% |
| 30D | +8.1% | -1.4% | +9.5% | +9.5% |
| 3M | +13.1% | +3.7% | +9.4% | +9.1% |
| 6M | -24.0% | +13.0% | -37.0% | -32.2% |
| YTD | -0.5% | +12.4% | -12.9% | -11.0% |
| 1Y | -9.6% | +18.5% | -28.2% | -23.1% |
| 3Y | +212.2% | +77.6% | +134.5% | +86.1% |
| 5Y | +78.6% | +81.7% | -3.1% | +3.2% |
| 10Y | +75.1% | +319.7% | -244.6% | -59.0% |
| All | +75.1% | +312.5% | -237.5% | -59.0% |
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 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