+455.3%
PL vs SPYG
+90.1%
+365.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +8.8% |
| 7D | -6.8% | -3.6% | -3.2% | -0.4% |
| 30D | -29.3% | -11.2% | -18.1% | -12.6% |
| 3M | -44.8% | -8.1% | -36.7% | -35.4% |
| 6M | -68.4% | -3.3% | -65.1% | -65.0% |
| YTD | -36.4% | +5.5% | -41.9% | -38.7% |
| 1Y | +0.7% | +7.0% | -6.2% | -4.6% |
| 3Y | +455.3% | +89.5% | +365.8% | +108.9% |
| All | +455.3% | +90.1% | +365.2% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling