-99.9%
PAVM vs SPY
+81.8%
-181.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.5% | -10.1% | -9.9% |
| 7D | -5.4% | +0.5% | -6.0% | -6.1% |
| 30D | -0.4% | -0.9% | +0.5% | +0.9% |
| 3M | -8.9% | +3.9% | -12.8% | -13.8% |
| 6M | -54.7% | +14.5% | -69.2% | -63.0% |
| YTD | -28.8% | +12.9% | -41.7% | -40.3% |
| 1Y | -63.3% | +19.4% | -82.7% | -71.3% |
| 3Y | -97.7% | +78.5% | -176.2% | -99.0% |
| 5Y | -99.9% | +81.8% | -181.6% | -99.9% |
| All | -99.9% | +81.8% | -181.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling