-99.9%
PAVM vs SPY
+307.9%
-407.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.5% |
| 7D | -14.7% | +0.1% | -14.7% | -14.8% |
| 30D | -41.6% | -3.3% | -38.3% | -39.7% |
| 3M | -65.6% | -2.4% | -63.2% | -64.8% |
| 6M | -77.2% | +2.6% | -79.8% | -77.9% |
| YTD | -75.4% | +11.2% | -86.7% | -77.8% |
| 1Y | -83.2% | +13.4% | -96.6% | -85.1% |
| 3Y | -98.6% | +79.9% | -178.5% | -99.2% |
| 5Y | -99.9% | +72.2% | -172.1% | -100.0% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -99.9% | +307.9% | -407.8% | -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 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