-47.8%
PATX vs SPY
+9.5%
-57.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +6.4% |
| 7D | -45.2% | -2.0% | -43.2% | -42.8% |
| 30D | -26.7% | -1.7% | -25.0% | -23.7% |
| 3M | +44.2% | +4.7% | +39.5% | +40.2% |
| 6M | +6.8% | +12.5% | -5.7% | -2.2% |
| All | -47.8% | +9.5% | -57.3% | -49.6% |
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