+115.0%
PALL vs SPY
+767.2%
-652.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +4.4% | -2.7% | +7.1% | +6.1% |
| 30D | -8.6% | -5.4% | -3.2% | -5.3% |
| 3M | -25.4% | -4.1% | -21.3% | -23.4% |
| 6M | -33.6% | +0.7% | -34.3% | -33.7% |
| YTD | -36.2% | +8.7% | -44.8% | -39.0% |
| 1Y | -26.0% | +10.9% | -36.9% | -30.1% |
| 3Y | -9.4% | +75.0% | -84.4% | -36.6% |
| 5Y | -51.0% | +67.8% | -118.8% | -65.4% |
| 10Y | +54.7% | +312.9% | -258.2% | -44.2% |
| All | +115.0% | +767.2% | -652.3% | -61.8% |
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