+91.8%
PAM vs SPY
+304.1%
-212.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -6.9% | -0.6% | -6.4% | -6.7% |
| 30D | -20.6% | -3.7% | -17.0% | -17.9% |
| 3M | -22.9% | -2.7% | -20.2% | -21.2% |
| 6M | -19.0% | +2.2% | -21.2% | -21.4% |
| YTD | -28.0% | +10.8% | -38.8% | -35.8% |
| 1Y | -26.9% | +11.2% | -38.1% | -35.1% |
| 3Y | +77.9% | +76.5% | +1.4% | +0.5% |
| 5Y | +238.2% | +72.9% | +165.3% | +92.5% |
| 10Y | +91.8% | +304.8% | -213.0% | -58.4% |
| All | +91.8% | +304.1% | -212.3% | -58.4% |
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