-0.4%
PL vs SPG
+34.3%
-34.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -4.4% |
| 7D | -11.7% | +8.2% | -19.9% | -6.9% |
| 30D | -27.1% | +13.5% | -40.6% | -20.8% |
| 3M | -44.6% | +2.2% | -46.8% | -44.1% |
| 6M | -67.2% | +15.9% | -83.0% | -63.6% |
| YTD | -35.9% | +27.6% | -63.4% | -22.9% |
| 1Y | -0.4% | +30.9% | -31.3% | +20.4% |
| All | -0.4% | +34.3% | -34.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling