+149.0%
PALC vs SPY
+175.6%
-26.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | -0.8% | +2.0% | -2.8% | -2.4% |
| 6M | +5.2% | +13.0% | -7.8% | -5.4% |
| YTD | +11.0% | +13.5% | -2.5% | -0.7% |
| 1Y | +15.1% | +20.0% | -4.8% | -1.9% |
| 3Y | +52.5% | +77.2% | -24.7% | -9.4% |
| 5Y | +50.3% | +81.9% | -31.6% | -12.7% |
| All | +149.0% | +175.6% | -26.6% | -5.5% |
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