+38.7%
PAPI vs SPY
+84.9%
-46.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +6.8% | +2.0% | +4.8% | +5.8% |
| 6M | +2.8% | +13.0% | -10.2% | -2.5% |
| YTD | +13.7% | +13.5% | +0.1% | +7.5% |
| 1Y | +14.7% | +20.0% | -5.3% | +5.6% |
| All | +38.7% | +84.9% | -46.2% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling