+578.0%
PAM vs SPY
+873.0%
-295.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +1.2% | +0.1% | +1.1% | +1.0% |
| 3M | +0.3% | +2.0% | -1.7% | -1.7% |
| 6M | +9.6% | +13.0% | -3.4% | -3.0% |
| YTD | -4.2% | +13.5% | -17.7% | -15.5% |
| 1Y | +24.7% | +20.0% | +4.7% | +4.6% |
| 3Y | +85.0% | +77.2% | +7.8% | +9.2% |
| 5Y | +399.1% | +81.9% | +317.2% | +183.3% |
| 10Y | +226.3% | +314.1% | -87.8% | -9.5% |
| All | +578.0% | +873.0% | -295.0% | +6.7% |
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