+19.9%
PGF vs SPY
+322.5%
-302.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -1.9% | -1.1% | -0.8% | -1.5% |
| 3M | -2.7% | +3.9% | -6.5% | -4.0% |
| 6M | -4.2% | +13.6% | -17.8% | -8.6% |
| YTD | -2.9% | +12.7% | -15.6% | -7.1% |
| 1Y | -5.7% | +17.5% | -23.3% | -11.3% |
| 3Y | +12.2% | +76.9% | -64.7% | -10.1% |
| 5Y | -7.5% | +83.6% | -91.1% | -27.6% |
| All | +19.9% | +322.5% | -302.6% | -30.0% |
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 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