+40.4%
PL vs SPYG
+99.6%
-59.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | +22.3% | +4.2% | +18.0% | +15.6% |
| 30D | -8.3% | -7.4% | -0.9% | +3.6% |
| 3M | -43.3% | -5.3% | -38.0% | -37.8% |
| 6M | -65.8% | -1.2% | -64.7% | -63.8% |
| YTD | -29.5% | +9.0% | -38.5% | -34.7% |
| 1Y | +11.7% | +8.8% | +2.9% | +4.3% |
| 3Y | +540.6% | +92.8% | +447.8% | +205.5% |
| 5Y | +32.9% | +69.3% | -36.4% | -24.3% |
| All | +40.4% | +99.6% | -59.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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