+26.8%
PL vs SPYG
+93.3%
-66.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.1% |
| 7D | -6.8% | -3.6% | -3.2% | -1.3% |
| 30D | -29.3% | -11.2% | -18.1% | -15.3% |
| 3M | -44.8% | -8.1% | -36.7% | -36.9% |
| 6M | -68.4% | -3.3% | -65.1% | -65.5% |
| YTD | -36.4% | +5.5% | -41.9% | -38.4% |
| 1Y | +0.7% | +7.0% | -6.2% | -3.8% |
| 3Y | +455.3% | +89.5% | +365.8% | +171.9% |
| 5Y | +22.7% | +63.3% | -40.6% | -27.0% |
| All | +26.8% | +93.3% | -66.5% | -25.1% |
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