+64.3%
PGZ vs SPY
+489.9%
-425.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -2.7% |
| 30D | +3.6% | -2.0% | +5.5% | +4.5% |
| 3M | -9.4% | -2.8% | -6.7% | -8.2% |
| 6M | -4.0% | +2.1% | -6.2% | -5.3% |
| YTD | -0.8% | +11.5% | -12.3% | -6.7% |
| 1Y | -3.3% | +13.5% | -16.8% | -9.9% |
| 3Y | +45.7% | +77.7% | -32.0% | +4.9% |
| 5Y | +2.3% | +72.6% | -70.3% | -25.9% |
| 10Y | +52.9% | +308.2% | -255.3% | -28.8% |
| All | +64.3% | +489.9% | -425.6% | -33.5% |
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