-74.0%
PGEN vs SPY
+322.5%
-396.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +1.1% |
| 7D | -3.5% | -0.8% | -2.8% | -2.2% |
| 30D | 0.0% | -1.1% | +1.1% | +1.6% |
| 3M | +51.2% | +3.9% | +47.4% | +41.7% |
| 6M | +100.3% | +13.6% | +86.7% | +62.6% |
| YTD | +63.9% | +12.7% | +51.2% | +35.1% |
| 1Y | +65.5% | +17.5% | +48.0% | +27.1% |
| 3Y | +330.8% | +76.9% | +253.9% | +74.9% |
| 5Y | +10.8% | +83.6% | -72.7% | -54.8% |
| All | -74.0% | +322.5% | -396.5% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling