+97.6%
PAM vs SPY
+311.8%
-214.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.2% |
| 30D | -22.0% | -2.4% | -19.7% | -20.5% |
| 3M | -20.4% | -1.2% | -19.2% | -19.9% |
| 6M | -22.4% | +3.3% | -25.7% | -25.5% |
| YTD | -28.2% | +12.3% | -40.5% | -36.9% |
| 1Y | -27.5% | +12.4% | -39.9% | -36.3% |
| 3Y | +77.3% | +78.8% | -1.5% | -1.1% |
| 5Y | +232.9% | +75.2% | +157.8% | +87.2% |
| 10Y | +97.6% | +311.1% | -213.5% | -57.0% |
| All | +97.6% | +311.8% | -214.2% | -57.0% |
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