+227.0%
PATK vs SPY
+308.5%
-81.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.6% |
| 7D | -5.4% | +3.3% | -8.7% | -9.6% |
| 30D | +22.1% | -2.7% | +24.8% | +26.4% |
| 3M | -8.9% | -1.7% | -7.2% | -7.2% |
| 6M | -15.8% | +3.1% | -18.9% | -20.3% |
| YTD | -26.5% | +11.9% | -38.4% | -38.3% |
| 1Y | -22.5% | +12.0% | -34.5% | -35.1% |
| 3Y | +59.8% | +78.2% | -18.4% | -34.1% |
| 5Y | +58.9% | +73.2% | -14.4% | -31.3% |
| All | +227.0% | +308.5% | -81.5% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling