-56.7%
PAL vs SPY
+9.9%
-66.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.3% | +10.3% | +10.2% |
| 7D | +15.5% | -2.7% | +18.2% | +20.1% |
| 30D | -11.7% | -5.4% | -6.3% | -4.5% |
| 3M | -57.3% | -4.1% | -53.3% | -54.9% |
| 6M | -58.7% | +0.7% | -59.4% | -60.2% |
| YTD | -68.7% | +8.7% | -77.3% | -73.4% |
| 1Y | -56.7% | +10.9% | -67.5% | -64.3% |
| All | -56.7% | +9.9% | -66.5% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling