+550.4%
PAI vs SPY
+3,034.0%
-2,483.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +1.8% | -2.0% | +3.8% | +2.1% |
| 3M | -3.3% | -2.8% | -0.5% | -2.9% |
| 6M | -3.4% | +2.1% | -5.6% | -3.8% |
| YTD | -4.7% | +11.5% | -16.2% | -6.4% |
| 1Y | -3.4% | +13.5% | -16.9% | -5.4% |
| 3Y | +19.4% | +77.7% | -58.3% | +8.6% |
| 5Y | -10.4% | +72.6% | -83.0% | -18.6% |
| 10Y | +33.6% | +308.2% | -274.6% | +6.1% |
| All | +550.4% | +3,034.0% | -2,483.6% | +293.8% |
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