+73.2%
PR vs SPYG
+90.1%
-17.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -16.4% | -3.6% | -12.8% | -14.9% |
| 30D | -1.9% | -11.2% | +9.3% | +3.8% |
| 3M | +8.0% | -8.1% | +16.0% | +12.1% |
| 6M | +4.1% | -3.3% | +7.4% | +4.3% |
| YTD | +58.7% | +5.5% | +53.2% | +49.0% |
| 1Y | +75.8% | +7.0% | +68.9% | +62.8% |
| 3Y | +73.2% | +89.5% | -16.3% | +0.2% |
| All | +73.2% | +90.1% | -17.0% | +0.2% |
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 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