+116.1%
PG vs SPG
+64.5%
+51.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | +0.8% | -6.1% | +7.0% | +1.5% |
| 3M | -1.3% | -3.6% | +2.3% | -1.0% |
| 6M | -3.8% | +10.4% | -14.2% | -4.8% |
| YTD | +3.6% | +14.4% | -10.7% | +2.2% |
| 1Y | -5.7% | +16.5% | -22.3% | -7.2% |
| 3Y | +1.6% | +106.8% | -105.2% | -5.8% |
| 5Y | +14.6% | +108.9% | -94.3% | +5.4% |
| All | +116.1% | +64.5% | +51.7% | +133.6% |
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 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