+44.1%
PL vs SPG
+163.0%
-118.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +5.6% | +5.6% | 0.0% | +2.2% |
| 30D | -16.9% | +17.6% | -34.5% | -25.2% |
| 3M | -38.2% | +7.5% | -45.7% | -41.1% |
| 6M | -63.4% | +18.5% | -82.0% | -68.0% |
| YTD | -27.6% | +30.9% | -58.6% | -41.8% |
| 1Y | +6.6% | +34.1% | -27.5% | -16.0% |
| 3Y | +557.6% | +135.5% | +422.1% | +261.9% |
| 5Y | +39.5% | +86.5% | -47.0% | -22.4% |
| All | +44.1% | +163.0% | -118.8% | -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 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