-18.9%
PAX vs SPY
+81.0%
-99.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | -3.4% | -1.4% | -2.0% | -2.0% |
| 3M | -4.3% | +3.7% | -8.0% | -7.6% |
| 6M | -5.7% | +13.0% | -18.7% | -16.2% |
| YTD | -29.2% | +12.4% | -41.6% | -36.6% |
| 1Y | -19.1% | +18.5% | -37.6% | -31.3% |
| 3Y | -11.1% | +77.6% | -88.7% | -48.2% |
| 5Y | -18.9% | +81.7% | -100.6% | -53.9% |
| All | -18.9% | +81.0% | -99.9% | -53.9% |
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