+91.6%
PAUG vs SPY
+195.1%
-103.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -0.8% | -2.4% | +1.5% | +0.3% |
| 3M | +0.2% | -1.2% | +1.4% | +0.8% |
| 6M | +3.9% | +3.3% | +0.6% | +2.1% |
| YTD | +8.1% | +12.3% | -4.2% | +1.7% |
| 1Y | +9.2% | +12.4% | -3.2% | +2.7% |
| 3Y | +47.9% | +78.8% | -30.9% | +9.6% |
| 5Y | +55.3% | +75.2% | -19.9% | +15.2% |
| All | +91.6% | +195.1% | -103.5% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling