-99.9%
PALI vs SPY
+81.0%
-180.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.4% | -6.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.5% |
| 30D | -2.4% | -1.4% | -1.0% | -0.6% |
| 3M | +21.3% | +3.7% | +17.6% | +16.3% |
| 6M | +17.8% | +13.0% | +4.8% | +1.6% |
| YTD | -12.8% | +12.4% | -25.2% | -24.5% |
| 1Y | +266.1% | +18.5% | +247.5% | +200.7% |
| 3Y | -82.0% | +77.6% | -159.6% | -91.7% |
| 5Y | -99.9% | +81.7% | -181.6% | -100.0% |
| All | -99.9% | +81.0% | -180.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling