+106.9%
PAM vs SPY
+307.0%
-200.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.5% |
| 7D | +2.6% | +2.6% | 0.0% | 0.0% |
| 30D | -19.2% | -2.0% | -17.3% | -17.9% |
| 3M | -17.6% | -2.8% | -14.8% | -15.7% |
| 6M | -18.4% | +2.1% | -20.6% | -20.8% |
| YTD | -26.3% | +11.5% | -37.8% | -34.8% |
| 1Y | -25.0% | +13.5% | -38.5% | -34.8% |
| 3Y | +82.4% | +77.7% | +4.7% | +2.3% |
| 5Y | +251.7% | +72.6% | +179.1% | +100.8% |
| All | +106.9% | +307.0% | -200.1% | -54.2% |
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