+26.8%
PL vs SPG
+156.2%
-129.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +9.9% |
| 7D | -6.8% | +4.9% | -11.7% | -9.7% |
| 30D | -29.3% | +15.6% | -44.9% | -35.8% |
| 3M | -44.8% | +4.1% | -48.8% | -46.3% |
| 6M | -68.4% | +13.6% | -82.0% | -71.5% |
| YTD | -36.4% | +27.5% | -63.9% | -48.1% |
| 1Y | +0.7% | +32.2% | -31.5% | -20.1% |
| 3Y | +455.3% | +126.0% | +329.3% | +213.0% |
| 5Y | +22.7% | +74.7% | -52.1% | -30.6% |
| All | +26.8% | +156.2% | -129.4% | -29.0% |
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