+31.0%
PL vs SPYG
+67.3%
-36.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.7% |
| 7D | +10.0% | +2.3% | +7.7% | +6.6% |
| 30D | -2.3% | -6.5% | +4.2% | +9.1% |
| 3M | -44.2% | -6.8% | -37.4% | -37.0% |
| 6M | -66.1% | -3.1% | -63.0% | -63.0% |
| YTD | -30.0% | +8.0% | -38.0% | -34.5% |
| 1Y | +21.0% | +10.2% | +10.8% | +10.2% |
| 3Y | +516.5% | +91.0% | +425.5% | +184.5% |
| All | +31.0% | +67.3% | -36.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling