+17.9%
PANL vs SPY
+422.2%
-404.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | -0.1% | -0.4% | +0.2% | +0.1% |
| 30D | +14.6% | -1.4% | +16.0% | +15.7% |
| 3M | +15.0% | +3.7% | +11.3% | +11.9% |
| 6M | +2.7% | +13.0% | -10.3% | -5.7% |
| YTD | +23.6% | +12.4% | +11.2% | +14.2% |
| 1Y | +54.9% | +18.5% | +36.4% | +38.2% |
| 3Y | +78.6% | +77.6% | +1.0% | +23.5% |
| 5Y | +99.7% | +81.7% | +18.0% | +35.5% |
| 10Y | +393.1% | +319.7% | +73.5% | +117.9% |
| All | +17.9% | +422.2% | -404.3% | -49.8% |
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 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