-99.0%
PASW vs SPY
+18.4%
-117.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.3% | -17.9% | -18.0% |
| 7D | -74.4% | -2.7% | -71.7% | -72.0% |
| 30D | -72.5% | -5.4% | -67.1% | -69.3% |
| 3M | -75.0% | -4.1% | -70.9% | -72.5% |
| 6M | -79.1% | +0.7% | -79.8% | -78.2% |
| YTD | -93.5% | +8.7% | -102.1% | -93.8% |
| 1Y | -94.5% | +10.9% | -105.4% | -94.9% |
| All | -99.0% | +18.4% | -117.4% | -99.2% |
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