+142.6%
PALC vs SPY
+172.8%
-30.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.5% |
| 7D | -3.0% | -0.4% | -2.7% | -2.7% |
| 30D | -2.8% | -1.4% | -1.4% | -1.6% |
| 3M | -0.1% | +3.7% | -3.8% | -3.2% |
| 6M | +4.6% | +13.0% | -8.4% | -6.0% |
| YTD | +8.2% | +12.4% | -4.2% | -2.3% |
| 1Y | +11.9% | +18.5% | -6.6% | -3.7% |
| 3Y | +49.6% | +77.6% | -28.0% | -11.3% |
| 5Y | +48.1% | +81.7% | -33.5% | -14.0% |
| All | +142.6% | +172.8% | -30.2% | -7.1% |
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