-47.3%
PATX vs SPY
+10.7%
-58.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.1% | -0.5% | -16.5% | -16.0% |
| 7D | -43.4% | +0.5% | -43.9% | -43.5% |
| 30D | -19.9% | -0.9% | -19.0% | -17.8% |
| 3M | +34.2% | +3.9% | +30.3% | +30.8% |
| 6M | +3.4% | +14.5% | -11.1% | -8.1% |
| All | -47.3% | +10.7% | -58.0% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling