+185.6%
PAHC vs SPY
+419.6%
-234.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +1.9% | +0.1% | +1.7% | +1.7% |
| 30D | +6.6% | +0.1% | +6.5% | +6.4% |
| 3M | +16.1% | +2.0% | +14.1% | +13.9% |
| 6M | -25.7% | +13.0% | -38.8% | -33.6% |
| YTD | +3.4% | +13.5% | -10.2% | -8.1% |
| 1Y | -0.9% | +20.0% | -20.8% | -16.3% |
| 3Y | +183.4% | +77.2% | +106.2% | +70.9% |
| 5Y | +82.7% | +81.9% | +0.8% | +6.4% |
| 10Y | +81.7% | +314.1% | -232.3% | -49.5% |
| All | +185.6% | +419.6% | -234.0% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling