+35.0%
PALL vs SPY
+308.5%
-273.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.5% |
| 7D | -4.4% | +3.3% | -7.7% | -6.2% |
| 30D | -11.6% | -2.7% | -8.9% | -10.2% |
| 3M | -27.5% | -1.7% | -25.7% | -26.7% |
| 6M | -33.8% | +3.1% | -36.9% | -34.7% |
| YTD | -38.0% | +11.9% | -49.9% | -41.4% |
| 1Y | -32.9% | +12.0% | -44.9% | -36.6% |
| 3Y | +0.9% | +78.2% | -77.3% | -26.3% |
| 5Y | -54.3% | +73.2% | -127.5% | -66.6% |
| All | +35.0% | +308.5% | -273.5% | -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 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