-57.4%
PALD vs SPY
+35.7%
-93.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.1% |
| 7D | -3.0% | +3.3% | -6.3% | +1.0% |
| 30D | +19.3% | -2.7% | +22.0% | +16.7% |
| 3M | +9.7% | -1.7% | +11.4% | +8.4% |
| 6M | -42.5% | +3.1% | -45.6% | -39.3% |
| YTD | -53.2% | +11.9% | -65.1% | -45.7% |
| 1Y | -46.8% | +12.0% | -58.8% | -38.1% |
| All | -57.4% | +35.7% | -93.1% | -36.6% |
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