+106.7%
PANG vs SPY
+38.6%
+68.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.8% | -7.0% |
| 7D | -1.9% | -0.8% | -1.2% | -0.3% |
| 30D | -30.6% | -1.1% | -29.5% | -28.7% |
| 3M | +25.1% | +3.9% | +21.2% | +16.3% |
| 6M | +226.0% | +13.6% | +212.4% | +151.4% |
| YTD | +146.4% | +12.7% | +133.8% | +93.7% |
| 1Y | +100.4% | +17.5% | +82.9% | +44.7% |
| All | +106.7% | +38.6% | +68.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling