+66.4%
PBR vs SPG
+135.6%
-69.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | -29.3% | +17.2% | -46.5% | -31.5% |
| 3M | +5.5% | +6.3% | -0.8% | +4.3% |
| 6M | -2.9% | +18.7% | -21.6% | -6.9% |
| YTD | +61.5% | +30.1% | +31.4% | +50.1% |
| 1Y | +46.9% | +32.8% | +14.1% | +35.6% |
| 3Y | +66.4% | +133.6% | -67.1% | +22.0% |
| All | +66.4% | +135.6% | -69.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling