-99.1%
PASG vs SPY
+185.7%
-284.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.4% | +10.6% | +10.7% |
| 7D | +11.2% | -0.6% | +11.8% | +11.2% |
| 30D | +2.4% | -3.7% | +6.1% | +7.0% |
| 3M | -12.5% | -2.7% | -9.8% | -9.9% |
| 6M | -10.2% | +2.2% | -12.4% | -13.8% |
| YTD | -68.0% | +10.8% | -78.8% | -72.0% |
| 1Y | -43.6% | +11.2% | -54.9% | -50.6% |
| 3Y | -68.5% | +76.5% | -145.0% | -84.2% |
| 5Y | -97.8% | +72.9% | -170.7% | -98.8% |
| All | -99.1% | +185.7% | -284.8% | -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