+74.8%
PBR vs SPG
+19.7%
+55.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +4.2% | -2.2% | +6.4% | +3.9% |
| 30D | +22.7% | -5.8% | +28.5% | +21.8% |
| 3M | +21.5% | -2.8% | +24.3% | +20.5% |
| 6M | +24.0% | +8.9% | +15.1% | +24.2% |
| YTD | +88.2% | +14.3% | +74.0% | +85.0% |
| 1Y | +74.8% | +19.5% | +55.3% | +69.6% |
| All | +74.8% | +19.7% | +55.1% | +69.6% |
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