+45.2%
PL vs SPYG
+98.5%
-53.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.7% | +11.8% | +10.5% |
| 7D | +10.9% | 0.0% | +10.9% | +11.6% |
| 30D | -16.4% | -8.4% | -8.0% | -3.9% |
| 3M | -39.9% | -6.2% | -33.7% | -33.1% |
| 6M | -63.2% | -1.8% | -61.4% | -60.7% |
| YTD | -27.1% | +8.4% | -35.5% | -31.9% |
| 1Y | +12.2% | +10.1% | +2.1% | +3.2% |
| 3Y | +584.3% | +94.9% | +489.3% | +222.7% |
| 5Y | +37.0% | +68.5% | -31.5% | -21.3% |
| All | +45.2% | +98.5% | -53.3% | -17.2% |
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