+193.1%
PALL vs SPY
+806.1%
-613.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +6.0% | +2.0% | +4.0% | +5.0% |
| 6M | -16.5% | +13.0% | -29.6% | -22.3% |
| YTD | -13.0% | +13.5% | -26.5% | -19.1% |
| 1Y | +23.4% | +20.0% | +3.4% | +10.8% |
| 3Y | +12.4% | +77.2% | -64.8% | -22.1% |
| 5Y | -44.2% | +81.9% | -126.0% | -62.5% |
| 10Y | +95.1% | +314.1% | -218.9% | -29.3% |
| All | +193.1% | +806.1% | -613.0% | -49.3% |
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