+20.8%
PATN vs SPY
+11.8%
+9.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +4.8% | +3.3% | +1.5% | -0.3% |
| 30D | -6.1% | -2.7% | -3.4% | -1.8% |
| 3M | -9.4% | -1.7% | -7.6% | -6.7% |
| 6M | -3.9% | +3.1% | -7.0% | -8.0% |
| YTD | +21.3% | +11.9% | +9.4% | +3.2% |
| 1Y | +20.8% | +12.0% | +8.9% | +2.7% |
| All | +20.8% | +11.8% | +9.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling