-98.8%
PASW vs SPY
+21.5%
-120.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.7% |
| 7D | +16.8% | +2.6% | +14.2% | +13.1% |
| 30D | -67.6% | -2.0% | -65.6% | -65.3% |
| 3M | -71.0% | -2.8% | -68.2% | -68.7% |
| 6M | -74.5% | +2.1% | -76.6% | -73.9% |
| YTD | -92.4% | +11.5% | -103.9% | -93.0% |
| 1Y | -93.8% | +13.5% | -107.3% | -94.5% |
| All | -98.8% | +21.5% | -120.3% | -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