-45.4%
PGJ vs SPY
+82.3%
-127.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -3.8% | -0.8% | -3.1% | -3.0% |
| 30D | -8.7% | -1.1% | -7.6% | -7.7% |
| 3M | -7.2% | +3.9% | -11.0% | -11.2% |
| 6M | -17.6% | +13.6% | -31.2% | -28.6% |
| YTD | -21.7% | +12.7% | -34.3% | -31.5% |
| 1Y | -29.5% | +17.5% | -47.0% | -41.0% |
| 3Y | -10.2% | +76.9% | -87.1% | -55.1% |
| All | -45.4% | +82.3% | -127.7% | -72.9% |
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