+61.3%
PGX vs SPY
+697.6%
-636.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -1.0% | -2.0% | +0.9% | -0.1% |
| 30D | -1.9% | -1.7% | -0.2% | -1.1% |
| 3M | -2.7% | +4.7% | -7.5% | -5.0% |
| 6M | -5.0% | +12.5% | -17.5% | -10.6% |
| YTD | -3.5% | +11.7% | -15.2% | -8.9% |
| 1Y | -5.9% | +17.5% | -23.3% | -13.4% |
| 3Y | +12.2% | +76.6% | -64.4% | -17.3% |
| 5Y | -8.2% | +82.0% | -90.2% | -34.3% |
| 10Y | +19.9% | +317.1% | -297.2% | -48.1% |
| All | +61.3% | +697.6% | -636.3% | -58.5% |
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