+696.1%
PH vs SPG
+114.5%
+581.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +7.4% | +3.1% | +4.2% | +5.9% |
| 30D | +0.5% | +16.4% | -16.0% | -6.6% |
| 3M | -10.2% | +7.1% | -17.3% | -13.2% |
| 6M | +8.9% | +16.1% | -7.2% | +1.1% |
| YTD | +9.7% | +30.4% | -20.8% | -3.7% |
| 1Y | +12.8% | +33.0% | -20.2% | -1.8% |
| 3Y | +134.6% | +134.6% | -0.1% | +57.2% |
| 5Y | +204.5% | +84.9% | +119.6% | +123.3% |
| All | +696.1% | +114.5% | +581.6% | +372.7% |
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 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