+2.1%
PH vs SPG
+14.6%
-12.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.8% |
| 7D | +2.0% | +4.9% | -2.9% | +1.5% |
| 30D | -3.7% | +15.6% | -19.3% | -5.8% |
| 3M | -14.0% | +4.1% | -18.1% | -13.7% |
| 6M | +2.1% | +13.6% | -11.5% | -3.2% |
| All | +2.1% | +14.6% | -12.5% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling