+68.7%
PGHY vs SPY
+497.0%
-428.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -0.4% | -1.1% | +0.7% | -0.3% |
| 3M | +0.1% | +3.9% | -3.7% | -0.4% |
| 6M | +2.3% | +13.6% | -11.3% | +0.4% |
| YTD | +2.8% | +12.7% | -9.9% | +0.9% |
| 1Y | +3.5% | +17.5% | -14.0% | +1.0% |
| 3Y | +27.1% | +76.9% | -49.8% | +16.8% |
| 5Y | +24.8% | +83.6% | -58.8% | +13.6% |
| 10Y | +47.5% | +320.7% | -273.2% | +19.3% |
| All | +68.7% | +497.0% | -428.3% | +30.1% |
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