-99.1%
PASG vs SPY
+188.4%
-287.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.7% |
| 7D | +15.9% | +3.3% | +12.6% | +10.3% |
| 30D | +10.2% | -2.7% | +12.8% | +13.6% |
| 3M | -12.6% | -1.7% | -10.9% | -11.2% |
| 6M | -20.3% | +3.1% | -23.4% | -24.3% |
| YTD | -66.0% | +11.9% | -77.9% | -70.6% |
| 1Y | -57.2% | +12.0% | -69.2% | -62.9% |
| 3Y | -66.6% | +78.2% | -144.8% | -83.4% |
| 5Y | -97.7% | +73.2% | -170.9% | -98.8% |
| All | -99.1% | +188.4% | -287.5% | -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