+117.9%
PALL vs SPY
+787.8%
-669.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.2% |
| 7D | +7.7% | +0.1% | +7.7% | +7.5% |
| 30D | -9.4% | -3.3% | -6.1% | -7.5% |
| 3M | -24.9% | -2.4% | -22.5% | -23.7% |
| 6M | -30.2% | +2.6% | -32.7% | -31.1% |
| YTD | -35.3% | +11.2% | -46.5% | -39.1% |
| 1Y | -25.6% | +13.4% | -39.0% | -30.8% |
| 3Y | +2.2% | +79.9% | -77.7% | -29.8% |
| 5Y | -50.0% | +72.2% | -122.2% | -65.3% |
| 10Y | +44.4% | +307.3% | -262.9% | -47.2% |
| All | +117.9% | +787.8% | -669.9% | -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