-23.3%
PGY vs SPY
+77.0%
-100.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.9% |
| 7D | -13.1% | -0.8% | -12.3% | -11.2% |
| 30D | -1.7% | -1.1% | -0.6% | +1.7% |
| 3M | +26.8% | +3.9% | +22.9% | +16.1% |
| 6M | +74.0% | +13.6% | +60.3% | +27.2% |
| YTD | -4.4% | +12.7% | -17.1% | -27.9% |
| 1Y | -47.6% | +17.5% | -65.1% | -63.7% |
| 3Y | -23.3% | +76.9% | -100.2% | -82.8% |
| All | -23.3% | +77.0% | -100.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling