-99.1%
PASG vs SPY
+180.1%
-279.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +0.3% | +14.6% | +14.5% |
| 7D | +15.2% | -2.7% | +17.9% | +19.5% |
| 30D | +3.1% | -5.4% | +8.5% | +11.1% |
| 3M | -9.7% | -4.1% | -5.6% | -4.6% |
| 6M | -3.5% | +0.7% | -4.2% | -4.8% |
| YTD | -66.3% | +8.7% | -75.0% | -69.5% |
| 1Y | -38.9% | +10.9% | -49.8% | -45.8% |
| 3Y | -70.2% | +75.0% | -145.2% | -84.8% |
| 5Y | -97.9% | +67.8% | -165.7% | -98.9% |
| All | -99.1% | +180.1% | -279.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling