+792.3%
PH vs SPG
+61.5%
+730.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -10.8% | -4.9% | -5.9% | -8.7% |
| 3M | +8.5% | +3.3% | +5.1% | +6.5% |
| 6M | +3.9% | +11.2% | -7.3% | -1.4% |
| YTD | +9.4% | +17.1% | -7.6% | +1.3% |
| 1Y | +26.8% | +21.6% | +5.2% | +15.2% |
| 3Y | +140.8% | +111.9% | +28.9% | +69.7% |
| 5Y | +253.8% | +106.9% | +146.9% | +149.0% |
| 10Y | +792.3% | +62.2% | +730.1% | +496.9% |
| All | +792.3% | +61.5% | +730.8% | +496.9% |
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