+59.4%
PATK vs SPY
+81.0%
-21.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.7% |
| 7D | -7.0% | -0.4% | -6.6% | -6.6% |
| 30D | -9.4% | -1.4% | -8.1% | -8.1% |
| 3M | -11.9% | +3.7% | -15.6% | -15.6% |
| 6M | -33.0% | +13.0% | -46.0% | -41.8% |
| YTD | -28.0% | +12.4% | -40.4% | -37.1% |
| 1Y | -29.9% | +18.5% | -48.4% | -42.5% |
| 3Y | +57.7% | +77.6% | -19.9% | -19.4% |
| 5Y | +59.4% | +81.7% | -22.3% | -20.6% |
| All | +59.4% | +81.0% | -21.6% | -20.6% |
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