+449.1%
PL vs SPG
+112.6%
+336.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.5% |
| 7D | -9.3% | -2.4% | -6.9% | -7.8% |
| 30D | -18.9% | -6.8% | -12.1% | -14.8% |
| 3M | -58.4% | +2.7% | -61.0% | -60.4% |
| 6M | -30.3% | +5.5% | -35.8% | -35.5% |
| YTD | -8.1% | +15.7% | -23.8% | -23.4% |
| 1Y | +180.5% | +20.9% | +159.6% | +122.6% |
| All | +449.1% | +112.6% | +336.5% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling