-64.3%
PAL vs SPY
+52.0%
-116.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.6% |
| 7D | +6.3% | +0.5% | +5.7% | +5.3% |
| 30D | -28.3% | -0.9% | -27.4% | -27.1% |
| 3M | -26.5% | +3.9% | -30.4% | -30.7% |
| 6M | -19.8% | +14.5% | -34.3% | -35.5% |
| YTD | -45.4% | +12.9% | -58.4% | -54.6% |
| 1Y | -30.0% | +19.4% | -49.3% | -46.2% |
| All | -64.3% | +52.0% | -116.4% | -77.3% |
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