+76.4%
PAPR vs SPY
+193.9%
-117.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -0.5% | -3.7% | +3.2% | +1.1% |
| 3M | +0.8% | -2.7% | +3.6% | +2.0% |
| 6M | +3.3% | +2.2% | +1.2% | +2.2% |
| YTD | +10.4% | +10.8% | -0.4% | +5.2% |
| 1Y | +11.8% | +11.2% | +0.6% | +6.3% |
| 3Y | +38.3% | +76.5% | -38.2% | +6.5% |
| 5Y | +48.3% | +72.9% | -24.7% | +13.9% |
| All | +76.4% | +193.9% | -117.5% | +2.9% |
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