+39.8%
PBOG vs SPY
+9.5%
+30.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.3% |
| 7D | -11.4% | -2.7% | -8.7% | -12.4% |
| 30D | +0.2% | -5.4% | +5.6% | -2.5% |
| 3M | +6.3% | -4.1% | +10.4% | +4.3% |
| 6M | +6.8% | +0.7% | +6.1% | +8.0% |
| YTD | +38.4% | +8.7% | +29.7% | +46.3% |
| All | +39.8% | +9.5% | +30.3% | +47.9% |
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 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