+240.9%
PAM vs SPY
+74.0%
+166.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.3% | +3.3% | -4.6% | -4.0% |
| 30D | -22.3% | -2.7% | -19.6% | -20.7% |
| 3M | -20.4% | -1.7% | -18.7% | -19.5% |
| 6M | -23.3% | +3.1% | -26.4% | -25.8% |
| YTD | -28.6% | +11.9% | -40.5% | -36.0% |
| 1Y | -29.0% | +12.0% | -41.0% | -36.4% |
| 3Y | +76.4% | +78.2% | -1.8% | +9.5% |
| 5Y | +240.9% | +73.2% | +167.7% | +112.9% |
| All | +240.9% | +74.0% | +166.9% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling