+83.7%
PATN vs SPY
+38.1%
+45.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | +1.7% | -0.4% | +2.0% | +2.0% |
| 30D | +1.7% | -1.4% | +3.1% | +3.1% |
| 3M | +1.1% | +3.7% | -2.6% | -2.0% |
| 6M | +22.0% | +13.0% | +9.0% | +10.8% |
| YTD | +33.5% | +12.4% | +21.1% | +21.8% |
| 1Y | +47.6% | +18.5% | +29.1% | +30.0% |
| All | +83.7% | +38.1% | +45.6% | +43.1% |
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