+2,581.3%
PG vs SPY
+3,074.3%
-493.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | -0.4% | +0.5% | -1.0% | -0.7% |
| 30D | -0.1% | -0.9% | +0.8% | +0.3% |
| 3M | +1.1% | +3.9% | -2.8% | -1.2% |
| 6M | -3.8% | +14.5% | -18.3% | -10.9% |
| YTD | +3.8% | +12.9% | -9.1% | -3.2% |
| 1Y | -5.8% | +19.4% | -25.1% | -15.0% |
| 3Y | +3.0% | +78.5% | -75.4% | -27.1% |
| 5Y | +14.5% | +81.8% | -67.3% | -21.0% |
| 10Y | +117.8% | +311.5% | -193.7% | -7.4% |
| All | +2,581.3% | +3,074.3% | -493.0% | +90.3% |
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