+14,646.5%
PH vs SPG
+5,923.7%
+8,722.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.4% |
| 7D | +3.0% | +5.1% | -2.0% | +0.9% |
| 30D | -0.6% | +16.8% | -17.5% | -7.1% |
| 3M | -10.7% | +5.7% | -16.4% | -13.0% |
| 6M | +9.1% | +17.8% | -8.7% | +1.4% |
| YTD | +9.5% | +30.1% | -20.6% | -2.4% |
| 1Y | +14.0% | +32.8% | -18.8% | +0.8% |
| 3Y | +138.9% | +137.2% | +1.7% | +65.7% |
| 5Y | +209.1% | +81.5% | +127.7% | +137.2% |
| 10Y | +737.3% | +116.5% | +620.8% | +429.6% |
| All | +14,646.5% | +5,923.7% | +8,722.8% | +3,148.8% |
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