-96.3%
PASW vs SPY
+23.1%
-119.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -8.9% | +0.5% | -9.4% | -9.5% |
| 30D | -5.4% | -0.9% | -4.4% | -4.3% |
| 3M | -31.7% | +3.9% | -35.6% | -34.6% |
| 6M | -16.9% | +14.5% | -31.4% | -29.3% |
| YTD | -75.5% | +12.9% | -88.4% | -78.9% |
| 1Y | -87.3% | +19.4% | -106.6% | -90.3% |
| All | -96.3% | +23.1% | -119.3% | -97.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling