+133.8%
PJFG vs SPY
+100.4%
+33.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +1.1% | +0.5% | +0.5% | +0.4% |
| 30D | -1.8% | -0.9% | -0.9% | -0.6% |
| 3M | +1.9% | +3.9% | -2.0% | -2.8% |
| 6M | +13.8% | +14.5% | -0.7% | -3.8% |
| YTD | +5.6% | +12.9% | -7.3% | -9.1% |
| 1Y | +8.9% | +19.4% | -10.5% | -12.4% |
| 3Y | +79.7% | +78.5% | +1.2% | -11.4% |
| All | +133.8% | +100.4% | +33.5% | +0.7% |
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