-56.5%
PALD vs SPY
+36.3%
-92.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -2.2% |
| 30D | +11.4% | -1.4% | +12.8% | +9.8% |
| 3M | -27.3% | +3.7% | -31.0% | -23.5% |
| 6M | -56.4% | +13.0% | -69.4% | -49.3% |
| YTD | -52.2% | +12.4% | -64.6% | -44.7% |
| 1Y | -48.8% | +18.5% | -67.4% | -36.9% |
| All | -56.5% | +36.3% | -92.9% | -35.5% |
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 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