+6,857.7%
PATK vs SPY
+3,015.5%
+3,842.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.7% |
| 7D | -2.1% | -0.6% | -1.5% | -1.7% |
| 30D | +25.6% | -3.7% | +29.3% | +28.6% |
| 3M | -6.3% | -2.7% | -3.5% | -4.6% |
| 6M | -15.3% | +2.2% | -17.5% | -16.8% |
| YTD | -25.4% | +10.8% | -36.3% | -30.5% |
| 1Y | -22.4% | +11.2% | -33.6% | -27.8% |
| 3Y | +62.1% | +76.5% | -14.4% | +12.4% |
| 5Y | +67.6% | +72.9% | -5.3% | +19.4% |
| 10Y | +241.9% | +304.8% | -63.0% | +70.2% |
| All | +6,857.7% | +3,015.5% | +3,842.2% | +1,434.8% |
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