+90.3%
PAUG vs SPY
+193.6%
-103.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | -0.4% | -1.7% | +1.2% | +0.4% |
| 3M | +3.1% | +4.7% | -1.6% | +0.7% |
| 6M | +7.3% | +12.5% | -5.3% | +0.9% |
| YTD | +7.4% | +11.7% | -4.3% | +1.4% |
| 1Y | +10.5% | +17.5% | -7.0% | +1.6% |
| 3Y | +46.3% | +76.6% | -30.3% | +9.1% |
| 5Y | +57.3% | +82.0% | -24.7% | +14.5% |
| All | +90.3% | +193.6% | -103.3% | +3.8% |
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