+14,778.8%
PH vs SPG
+5,961.7%
+8,817.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +2.1% | +5.6% | -3.4% | -0.2% |
| 30D | +0.3% | +17.6% | -17.3% | -6.5% |
| 3M | -8.8% | +7.5% | -16.3% | -11.7% |
| 6M | +10.0% | +18.5% | -8.5% | +2.0% |
| YTD | +10.5% | +30.9% | -20.4% | -1.8% |
| 1Y | +15.5% | +34.1% | -18.6% | +1.7% |
| 3Y | +136.4% | +135.5% | +0.8% | +64.4% |
| 5Y | +213.6% | +86.5% | +127.1% | +138.0% |
| 10Y | +713.9% | +116.1% | +597.8% | +415.1% |
| All | +14,778.8% | +5,961.7% | +8,817.0% | +3,169.4% |
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