+67.6%
PATK vs SPY
+72.2%
-4.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.5% |
| 7D | -2.1% | -0.6% | -1.5% | -1.5% |
| 30D | +25.6% | -3.7% | +29.3% | +30.5% |
| 3M | -6.3% | -2.7% | -3.5% | -3.7% |
| 6M | -15.3% | +2.2% | -17.5% | -18.0% |
| YTD | -25.4% | +10.8% | -36.3% | -34.2% |
| 1Y | -22.4% | +11.2% | -33.6% | -31.8% |
| 3Y | +62.1% | +76.5% | -14.4% | -17.8% |
| 5Y | +67.6% | +72.9% | -5.3% | -16.2% |
| All | +67.6% | +72.2% | -4.6% | -16.2% |
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 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