+84.5%
PAM vs SPY
+312.9%
-228.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | -12.5% | -2.7% | -9.8% | -10.3% |
| 30D | -20.6% | -5.4% | -15.2% | -16.5% |
| 3M | -23.3% | -4.1% | -19.2% | -20.4% |
| 6M | -23.8% | +0.7% | -24.5% | -25.0% |
| YTD | -28.2% | +8.7% | -36.8% | -34.8% |
| 1Y | -27.0% | +10.9% | -37.9% | -35.1% |
| 3Y | +72.4% | +75.0% | -2.6% | -1.8% |
| 5Y | +251.3% | +67.8% | +183.5% | +106.3% |
| All | +84.5% | +312.9% | -228.3% | -60.8% |
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 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