-100.0%
PAVM vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.0% |
| 7D | -14.3% | -0.6% | -13.7% | -13.8% |
| 30D | -44.1% | -3.7% | -40.4% | -42.1% |
| 3M | -67.2% | -2.7% | -64.4% | -66.3% |
| 6M | -78.2% | +2.2% | -80.4% | -78.7% |
| YTD | -76.5% | +10.8% | -87.3% | -78.7% |
| 1Y | -84.5% | +11.2% | -95.7% | -86.0% |
| 3Y | -98.5% | +76.5% | -175.0% | -99.1% |
| 5Y | -99.9% | +72.9% | -172.9% | -100.0% |
| 10Y | -100.0% | +304.8% | -404.8% | -100.0% |
| All | -100.0% | +304.1% | -404.1% | -100.0% |
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 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