-97.9%
PAPL vs SPY
+89.0%
-186.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -2.6% | +0.5% | -3.2% | -2.9% |
| 30D | -12.6% | -0.9% | -11.7% | -12.2% |
| 3M | -7.6% | +3.9% | -11.5% | -9.4% |
| 6M | +41.3% | +14.5% | +26.8% | +33.5% |
| YTD | -31.8% | +12.9% | -44.8% | -34.9% |
| 1Y | -86.4% | +19.4% | -105.8% | -87.2% |
| All | -97.9% | +89.0% | -186.9% | -95.4% |
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 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