+453.0%
PBR vs SPG
+83.3%
+369.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.7% | +3.1% | -6.8% | -4.4% |
| 30D | -29.0% | +16.4% | -45.4% | -31.5% |
| 3M | +4.9% | +7.1% | -2.1% | +3.1% |
| 6M | -8.4% | +16.1% | -24.5% | -12.0% |
| YTD | +59.4% | +30.4% | +28.9% | +47.9% |
| 1Y | +45.5% | +33.0% | +12.5% | +34.2% |
| 3Y | +67.4% | +134.6% | -67.3% | +30.7% |
| 5Y | +453.0% | +84.9% | +368.1% | +374.2% |
| All | +453.0% | +83.3% | +369.7% | +374.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling