-7.5%
PGF vs SPY
+82.3%
-89.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | -2.7% | +3.9% | -6.5% | -3.9% |
| 6M | -4.2% | +13.6% | -17.8% | -8.3% |
| YTD | -2.9% | +12.7% | -15.6% | -6.9% |
| 1Y | -5.7% | +17.5% | -23.3% | -10.9% |
| 3Y | +12.2% | +76.9% | -64.7% | -9.8% |
| All | -7.5% | +82.3% | -89.7% | -28.0% |
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 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