-71.7%
PGEN vs SPY
+456.0%
-527.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.8% |
| 7D | -6.4% | -2.0% | -4.5% | -3.3% |
| 30D | -2.6% | -1.7% | -1.0% | -0.1% |
| 3M | +71.7% | +4.7% | +67.0% | +59.2% |
| 6M | +90.3% | +12.5% | +77.8% | +56.7% |
| YTD | +59.8% | +11.7% | +48.1% | +33.4% |
| 1Y | +63.7% | +17.5% | +46.2% | +25.6% |
| 3Y | +312.3% | +76.6% | +235.8% | +66.6% |
| 5Y | +8.1% | +82.0% | -73.9% | -55.6% |
| 10Y | -73.5% | +317.1% | -390.6% | -97.0% |
| All | -71.7% | +456.0% | -527.7% | -97.8% |
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 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