+668.5%
PBR vs SPG
+64.3%
+604.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +4.2% | -2.2% | +6.4% | +5.3% |
| 30D | +22.7% | -5.8% | +28.5% | +26.1% |
| 3M | +21.5% | -2.8% | +24.3% | +22.6% |
| 6M | +24.0% | +8.9% | +15.1% | +17.8% |
| YTD | +88.2% | +14.3% | +74.0% | +73.9% |
| 1Y | +74.8% | +19.5% | +55.3% | +57.7% |
| 3Y | +105.1% | +106.9% | -1.7% | +36.6% |
| 5Y | +572.2% | +108.7% | +463.5% | +324.5% |
| All | +668.5% | +64.3% | +604.2% | +392.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling