+91.2%
PAUG vs SPY
+194.0%
-102.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +1.7% | +3.3% | -1.6% | +0.1% |
| 30D | -1.1% | -2.7% | +1.6% | +0.2% |
| 3M | -0.1% | -1.7% | +1.6% | +0.7% |
| 6M | +3.7% | +3.1% | +0.6% | +1.9% |
| YTD | +7.9% | +11.9% | -4.0% | +1.7% |
| 1Y | +8.9% | +12.0% | -3.0% | +2.7% |
| 3Y | +47.6% | +78.2% | -30.6% | +9.6% |
| 5Y | +54.6% | +73.2% | -18.6% | +15.4% |
| All | +91.2% | +194.0% | -102.8% | +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