+100.0%
PBR vs SPG
+106.5%
-6.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | +17.5% | -6.3% | +23.8% | +19.2% |
| 3M | +20.9% | -2.4% | +23.3% | +21.0% |
| 6M | +20.2% | +9.6% | +10.6% | +16.5% |
| YTD | +84.3% | +14.2% | +70.1% | +75.5% |
| 1Y | +77.1% | +19.3% | +57.8% | +66.1% |
| All | +100.0% | +106.5% | -6.5% | +52.5% |
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