+457.3%
PGC vs SPY
+789.3%
-332.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | +0.2% | -2.0% | +2.2% | +2.1% |
| 30D | +1.4% | -1.7% | +3.0% | +2.9% |
| 3M | +1.1% | +4.7% | -3.6% | -3.3% |
| 6M | +34.8% | +12.5% | +22.3% | +20.5% |
| YTD | +65.9% | +11.7% | +54.2% | +49.3% |
| 1Y | +60.5% | +17.5% | +43.0% | +37.8% |
| 3Y | +75.1% | +76.6% | -1.5% | +4.3% |
| 5Y | +47.2% | +82.0% | -34.9% | -15.7% |
| 10Y | +145.5% | +317.1% | -171.6% | -29.3% |
| All | +457.3% | +789.3% | -332.0% | -25.0% |
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