+2,157.7%
PG vs SPG
+5,131.3%
-2,973.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.4% | -1.5% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | -2.6% | -7.3% | +4.7% | -1.5% |
| 3M | -3.3% | -3.5% | +0.1% | -2.9% |
| 6M | -6.7% | +8.5% | -15.2% | -7.9% |
| YTD | +1.7% | +13.0% | -11.2% | -0.1% |
| 1Y | -7.9% | +18.0% | -25.9% | -10.2% |
| 3Y | +0.9% | +104.5% | -103.6% | -9.8% |
| 5Y | +12.6% | +102.0% | -89.4% | -0.3% |
| 10Y | +117.2% | +61.9% | +55.2% | +89.3% |
| All | +2,157.7% | +5,131.3% | -2,973.6% | +1,061.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling