+83.0%
PL vs SPYG
+109.4%
-26.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.1% |
| 7D | -9.3% | +0.4% | -9.7% | -9.9% |
| 30D | -18.9% | -0.4% | -18.5% | -18.4% |
| 3M | -58.4% | +0.5% | -58.9% | -57.8% |
| 6M | -30.3% | +17.5% | -47.8% | -43.0% |
| YTD | -8.1% | +14.3% | -22.5% | -21.7% |
| 1Y | +180.5% | +21.7% | +158.8% | +121.4% |
| 3Y | +444.1% | +98.6% | +345.5% | +144.2% |
| 5Y | +83.0% | +85.1% | -2.1% | -4.3% |
| All | +83.0% | +109.4% | -26.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling