-100.0%
PAVM vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | -0.4% | +22.1% | +22.1% |
| 7D | +3.8% | +2.6% | +1.2% | +1.4% |
| 30D | -28.8% | -2.0% | -26.8% | -27.6% |
| 3M | -65.6% | -2.8% | -62.8% | -64.7% |
| 6M | -74.2% | +2.1% | -76.3% | -74.8% |
| YTD | -75.4% | +11.5% | -86.9% | -77.8% |
| 1Y | -84.7% | +13.5% | -98.1% | -86.4% |
| 3Y | -98.4% | +77.7% | -176.1% | -99.0% |
| 5Y | -99.9% | +72.6% | -172.5% | -100.0% |
| All | -100.0% | +307.0% | -407.0% | -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