-30.7%
PAX vs SPY
+113.5%
-144.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -5.0% | -2.0% | -3.0% | -3.0% |
| 30D | -4.0% | -1.7% | -2.4% | -2.3% |
| 3M | -2.8% | +4.7% | -7.6% | -7.2% |
| 6M | -6.6% | +12.5% | -19.1% | -16.9% |
| YTD | -29.6% | +11.7% | -41.3% | -36.8% |
| 1Y | -20.4% | +17.5% | -37.9% | -32.1% |
| 3Y | -11.7% | +76.6% | -88.2% | -49.5% |
| 5Y | -19.0% | +82.0% | -101.0% | -55.3% |
| All | -30.7% | +113.5% | -144.2% | -71.5% |
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