-98.0%
PASG vs SPY
+82.0%
-180.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +0.9% | +0.1% | +0.8% | +0.7% |
| 3M | -22.5% | +2.0% | -24.5% | -25.2% |
| 6M | -44.9% | +13.0% | -57.9% | -54.7% |
| YTD | -60.6% | +13.5% | -74.1% | -67.6% |
| 1Y | -33.6% | +20.0% | -53.5% | -49.3% |
| 3Y | -70.0% | +77.2% | -147.1% | -87.0% |
| All | -98.0% | +82.0% | -180.0% | -99.1% |
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