+71.6%
PGNY vs SPY
+181.1%
-109.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | 0.0% |
| 7D | +5.4% | -0.8% | +6.2% | +6.4% |
| 30D | +7.6% | -1.1% | +8.7% | +8.9% |
| 3M | +6.6% | +3.9% | +2.8% | +1.4% |
| 6M | +56.2% | +13.6% | +42.6% | +32.6% |
| YTD | +6.5% | +12.7% | -6.2% | -8.9% |
| 1Y | +18.0% | +17.5% | +0.5% | -4.3% |
| 3Y | -26.2% | +76.9% | -103.1% | -66.8% |
| 5Y | -53.1% | +83.6% | -136.7% | -79.4% |
| All | +71.6% | +181.1% | -109.5% | -69.4% |
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