+7,131.9%
PATK vs SPY
+3,091.8%
+4,040.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -4.9% | +0.1% | -4.9% | -4.9% |
| 3M | -3.2% | +2.0% | -5.2% | -4.6% |
| 6M | -30.8% | +13.0% | -43.8% | -36.2% |
| YTD | -22.5% | +13.5% | -36.0% | -28.8% |
| 1Y | -26.0% | +20.0% | -46.0% | -34.5% |
| 3Y | +55.2% | +77.2% | -22.0% | +7.5% |
| 5Y | +69.8% | +81.9% | -12.1% | +17.2% |
| 10Y | +222.5% | +314.1% | -91.6% | +58.4% |
| All | +7,131.9% | +3,091.8% | +4,040.1% | +1,471.8% |
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