+41.2%
PBOG vs SPY
+13.1%
+28.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.9% |
| 7D | -1.5% | -0.9% | -0.6% | -2.0% |
| 30D | -3.3% | -2.4% | -0.9% | -4.5% |
| 3M | +3.3% | -1.2% | +4.5% | +2.9% |
| 6M | +8.2% | +3.3% | +4.9% | +10.7% |
| YTD | +39.8% | +12.3% | +27.5% | +50.2% |
| All | +41.2% | +13.1% | +28.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling