+285.2%
PG vs SPXS
-100.0%
+385.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.6% |
| 7D | -2.7% | +6.4% | -9.1% | -1.6% |
| 30D | -1.5% | +6.0% | -7.5% | -0.5% |
| 3M | -3.4% | -11.6% | +8.3% | -5.2% |
| 6M | -7.0% | -28.7% | +21.7% | -11.6% |
| YTD | +2.0% | -26.3% | +28.3% | -2.5% |
| 1Y | -6.5% | -34.9% | +28.5% | -12.3% |
| 3Y | +1.2% | -79.5% | +80.6% | -20.1% |
| 5Y | +12.8% | -85.9% | +98.7% | -10.8% |
| 10Y | +117.7% | -99.5% | +217.2% | +7.2% |
| All | +285.2% | -100.0% | +385.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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