+568.7%
PAI vs SPY
+3,091.8%
-2,523.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | -0.8% | +2.0% | -2.8% | -1.2% |
| 6M | -2.4% | +13.0% | -15.4% | -4.4% |
| YTD | -2.0% | +13.5% | -15.6% | -4.1% |
| 1Y | -1.1% | +20.0% | -21.1% | -4.0% |
| 3Y | +19.8% | +77.2% | -57.4% | +8.9% |
| 5Y | -4.5% | +81.9% | -86.3% | -13.9% |
| 10Y | +24.9% | +314.1% | -289.2% | -1.0% |
| All | +568.7% | +3,091.8% | -2,523.1% | +303.8% |
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 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