+55.7%
PGEN vs SPY
+20.8%
+34.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | +2.2% | +0.1% | +2.0% | +2.0% |
| 30D | +3.0% | +0.1% | +3.0% | +2.8% |
| 3M | +83.9% | +2.0% | +81.9% | +77.9% |
| 6M | +100.0% | +13.0% | +87.0% | +66.0% |
| YTD | +69.9% | +13.5% | +56.3% | +40.5% |
| 1Y | +55.7% | +20.0% | +35.7% | +13.5% |
| All | +55.7% | +20.8% | +34.9% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling