-83.4%
PGY vs SPY
+99.4%
-182.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.2% |
| 7D | -13.1% | -0.8% | -12.3% | -11.8% |
| 30D | -1.7% | -1.1% | -0.6% | +0.6% |
| 3M | +26.8% | +3.9% | +22.9% | +19.9% |
| 6M | +74.0% | +13.6% | +60.3% | +42.1% |
| YTD | -4.4% | +12.7% | -17.1% | -20.2% |
| 1Y | -47.6% | +17.5% | -65.1% | -58.4% |
| 3Y | -23.3% | +76.9% | -100.2% | -61.8% |
| 5Y | -82.9% | +83.6% | -166.5% | -92.4% |
| All | -83.4% | +99.4% | -182.7% | -92.6% |
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