+42.1%
PGZ vs SPY
+322.5%
-280.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | -2.0% | -0.8% | -1.3% | -1.6% |
| 30D | -5.1% | -1.1% | -4.0% | -4.6% |
| 3M | -2.7% | +3.9% | -6.5% | -4.8% |
| 6M | +1.8% | +13.6% | -11.8% | -5.2% |
| YTD | +3.9% | +12.7% | -8.7% | -2.9% |
| 1Y | +2.7% | +17.5% | -14.8% | -6.4% |
| 3Y | +46.4% | +76.9% | -30.5% | +3.9% |
| 5Y | +7.9% | +83.6% | -75.7% | -26.0% |
| All | +42.1% | +322.5% | -280.3% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling