+7.6%
PGZ vs SPY
+79.8%
-72.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -1.7% |
| 30D | -5.8% | -1.7% | -4.1% | -5.1% |
| 3M | -0.8% | +4.7% | -5.6% | -2.8% |
| 6M | +0.4% | +12.5% | -12.1% | -4.7% |
| YTD | +3.6% | +11.7% | -8.1% | -1.4% |
| 1Y | +2.3% | +17.5% | -15.2% | -4.8% |
| 3Y | +45.3% | +76.6% | -31.2% | +10.9% |
| 5Y | +7.6% | +82.0% | -74.4% | -20.2% |
| All | +7.6% | +79.8% | -72.2% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling