+80.6%
PATN vs SPY
+37.3%
+43.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -0.8% | -2.0% | +1.2% | +1.1% |
| 30D | -0.7% | -1.7% | +1.0% | +0.9% |
| 3M | +1.9% | +4.7% | -2.8% | -2.0% |
| 6M | +18.7% | +12.5% | +6.2% | +8.2% |
| YTD | +31.3% | +11.7% | +19.5% | +20.4% |
| 1Y | +44.4% | +17.5% | +27.0% | +28.2% |
| All | +80.6% | +37.3% | +43.3% | +41.4% |
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