+69.6%
PBR vs SPG
+21.3%
+48.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.0% |
| 7D | +8.6% | -2.4% | +11.0% | +8.2% |
| 30D | +12.8% | -6.8% | +19.6% | +11.8% |
| 3M | +14.7% | +2.7% | +12.0% | +14.3% |
| 6M | +25.2% | +5.5% | +19.7% | +25.6% |
| YTD | +77.1% | +15.7% | +61.4% | +74.7% |
| 1Y | +69.6% | +20.9% | +48.7% | +65.4% |
| All | +69.6% | +21.3% | +48.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling