-97.5%
PASG vs SPY
+72.1%
-169.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.3% | +6.6% |
| 7D | +6.9% | +2.6% | +4.3% | +1.8% |
| 30D | +16.1% | -2.0% | +18.1% | +18.9% |
| 3M | -7.1% | -2.8% | -4.3% | -3.7% |
| 6M | -23.0% | +2.1% | -25.1% | -26.8% |
| YTD | -64.0% | +11.5% | -75.5% | -69.8% |
| 1Y | -50.2% | +13.5% | -63.6% | -59.2% |
| 3Y | -64.6% | +77.7% | -142.3% | -84.9% |
| All | -97.5% | +72.1% | -169.6% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling