-82.2%
PAL vs SPY
+50.1%
-132.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.4% | -14.0% | -13.8% |
| 7D | -13.2% | +2.6% | -15.8% | -16.3% |
| 30D | -21.6% | -2.0% | -19.6% | -19.4% |
| 3M | -52.2% | -2.8% | -49.4% | -50.3% |
| 6M | -51.8% | +2.1% | -54.0% | -53.6% |
| YTD | -72.8% | +11.5% | -84.3% | -77.1% |
| 1Y | -66.4% | +13.5% | -79.9% | -72.4% |
| All | -82.2% | +50.1% | -132.3% | -88.6% |
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