+412.2%
PAM vs SPY
+828.3%
-416.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +2.9% |
| 7D | -14.7% | -4.7% | -10.0% | -11.0% |
| 30D | -21.4% | -5.9% | -15.5% | -17.1% |
| 3M | -23.6% | -4.5% | -19.0% | -20.6% |
| 6M | -18.7% | +1.8% | -20.5% | -20.6% |
| YTD | -27.6% | +8.3% | -35.9% | -33.6% |
| 1Y | -26.7% | +9.3% | -36.1% | -33.4% |
| 3Y | +67.1% | +74.9% | -7.8% | -0.5% |
| 5Y | +254.0% | +67.3% | +186.7% | +116.7% |
| 10Y | +91.0% | +311.6% | -220.5% | -46.7% |
| All | +412.2% | +828.3% | -416.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling