-48.8%
PALD vs SPY
+18.8%
-67.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | 0.0% |
| 7D | -1.8% | -0.4% | -1.4% | -2.3% |
| 30D | +11.4% | -1.4% | +12.8% | +9.6% |
| 3M | -27.2% | +3.7% | -31.0% | -23.1% |
| 6M | -56.4% | +13.0% | -69.4% | -49.1% |
| YTD | -52.2% | +12.4% | -64.6% | -44.4% |
| 1Y | -48.8% | +18.5% | -67.4% | -34.1% |
| All | -48.8% | +18.8% | -67.6% | -34.1% |
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 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