+169.5%
PR vs SPYG
+437.6%
-268.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | +18.0% | -0.4% | +18.5% | +18.3% |
| 3M | +16.9% | +0.5% | +16.3% | +15.4% |
| 6M | +28.2% | +17.5% | +10.7% | +11.0% |
| YTD | +69.3% | +14.3% | +55.0% | +49.3% |
| 1Y | +69.5% | +21.7% | +47.8% | +41.4% |
| 3Y | +81.7% | +98.6% | -16.9% | +1.8% |
| 5Y | +422.2% | +85.1% | +337.1% | +206.7% |
| 10Y | +110.4% | +412.0% | -301.7% | -9.1% |
| All | +169.5% | +437.6% | -268.1% | +16.0% |
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