+16.3%
PGEN vs SPY
+82.3%
-66.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +1.0% |
| 7D | -3.5% | -0.8% | -2.8% | -2.1% |
| 30D | 0.0% | -1.1% | +1.1% | +1.7% |
| 3M | +51.2% | +3.9% | +47.4% | +40.9% |
| 6M | +100.3% | +13.6% | +86.7% | +59.6% |
| YTD | +63.9% | +12.7% | +51.2% | +32.8% |
| 1Y | +65.5% | +17.5% | +48.0% | +24.0% |
| 3Y | +330.8% | +76.9% | +253.9% | +57.5% |
| All | +16.3% | +82.3% | -66.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling