-57.9%
PALD vs SPY
+34.4%
-92.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.1% |
| 7D | +6.0% | -0.6% | +6.6% | +5.9% |
| 30D | +24.4% | -3.7% | +28.1% | +20.1% |
| 3M | +8.0% | -2.7% | +10.8% | +5.5% |
| 6M | -45.2% | +2.2% | -47.4% | -42.8% |
| YTD | -53.7% | +10.8% | -64.5% | -46.9% |
| 1Y | -45.7% | +11.2% | -57.0% | -37.4% |
| All | -57.9% | +34.4% | -92.3% | -38.1% |
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 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