-98.9%
PASG vs SPY
+191.1%
-290.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +5.1% |
| 7D | +9.2% | +0.5% | +8.7% | +8.4% |
| 30D | +10.2% | -0.9% | +11.2% | +11.6% |
| 3M | -11.3% | +3.9% | -15.2% | -16.2% |
| 6M | -42.3% | +14.5% | -56.8% | -51.6% |
| YTD | -58.9% | +12.9% | -71.8% | -64.6% |
| 1Y | -29.9% | +19.4% | -49.3% | -43.4% |
| 3Y | -68.3% | +78.5% | -146.8% | -84.2% |
| 5Y | -97.8% | +81.8% | -179.6% | -98.9% |
| All | -98.9% | +191.1% | -290.0% | -99.7% |
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