+132.2%
PG vs SPOT
+216.9%
-84.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.7% |
| 30D | +0.8% | +7.4% | -6.6% | +0.6% |
| 3M | -1.3% | +8.2% | -9.5% | -1.6% |
| 6M | -3.8% | +2.2% | -6.0% | -4.0% |
| YTD | +3.6% | -9.5% | +13.1% | +3.7% |
| 1Y | -5.7% | -23.8% | +18.1% | -5.2% |
| 3Y | +1.6% | +233.5% | -231.9% | -4.5% |
| 5Y | +14.6% | +112.2% | -97.6% | +7.6% |
| All | +132.2% | +216.9% | -84.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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