-56.8%
PALD vs SPY
+36.9%
-93.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.7% |
| 7D | +6.7% | +0.5% | +6.2% | +7.4% |
| 30D | +4.4% | -0.9% | +5.4% | +3.5% |
| 3M | -26.2% | +3.9% | -30.1% | -22.2% |
| 6M | -56.7% | +14.5% | -71.2% | -48.9% |
| YTD | -52.5% | +12.9% | -65.4% | -44.8% |
| 1Y | -49.2% | +19.4% | -68.6% | -36.8% |
| All | -56.8% | +36.9% | -93.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling