+331.7%
PZG vs SPY
+76.5%
+255.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | -3.5% | -0.4% | -3.2% | -3.3% |
| 30D | -11.7% | -1.4% | -10.3% | -11.0% |
| 3M | +19.3% | +3.7% | +15.6% | +17.4% |
| 6M | -41.6% | +13.0% | -54.6% | -44.1% |
| YTD | +7.9% | +12.4% | -4.5% | +3.3% |
| 1Y | +29.5% | +18.5% | +11.0% | +22.2% |
| All | +331.7% | +76.5% | +255.2% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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