+75.8%
PGZ vs SPY
+500.8%
-425.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.6% | +0.1% | -3.6% | -3.6% |
| 3M | +2.0% | +2.0% | 0.0% | +0.8% |
| 6M | -0.1% | +13.0% | -13.1% | -6.5% |
| YTD | +6.1% | +13.5% | -7.4% | -1.0% |
| 1Y | +6.0% | +20.0% | -14.0% | -4.1% |
| 3Y | +49.8% | +77.2% | -27.4% | +8.2% |
| 5Y | +9.7% | +81.9% | -72.2% | -22.8% |
| 10Y | +47.2% | +314.1% | -266.9% | -32.0% |
| All | +75.8% | +500.8% | -425.0% | -29.5% |
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