-89.2%
PASW vs SPY
+14.6%
-103.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -40.9% | +1.7% | -42.6% | -41.5% |
| 7D | -41.5% | -0.7% | -40.8% | -41.1% |
| 30D | -42.3% | -1.0% | -41.3% | -41.8% |
| 3M | -43.7% | -0.3% | -43.3% | -43.5% |
| 6M | -54.5% | +7.3% | -61.8% | -57.6% |
| YTD | -85.4% | +13.3% | -98.7% | -87.2% |
| 1Y | -89.2% | +14.8% | -104.0% | -90.5% |
| All | -89.2% | +14.6% | -103.8% | -90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling