-99.9%
PAVM vs SPY
+311.7%
-411.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.7% |
| 7D | -3.3% | -0.9% | -2.4% | -2.3% |
| 30D | -40.3% | -2.4% | -38.0% | -39.0% |
| 3M | -65.9% | -1.2% | -64.8% | -65.5% |
| 6M | -76.2% | +3.3% | -79.5% | -77.0% |
| YTD | -75.8% | +12.3% | -88.1% | -78.3% |
| 1Y | -84.7% | +12.4% | -97.2% | -86.3% |
| 3Y | -98.5% | +78.8% | -177.3% | -99.1% |
| 5Y | -99.9% | +75.2% | -175.1% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -99.9% | +311.7% | -411.6% | -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