+455.3%
PL vs SPG
+124.5%
+330.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +9.8% |
| 7D | -6.8% | +4.9% | -11.7% | -9.8% |
| 30D | -29.3% | +15.6% | -44.9% | -36.3% |
| 3M | -44.8% | +4.1% | -48.8% | -46.4% |
| 6M | -68.4% | +13.6% | -82.0% | -71.9% |
| YTD | -36.4% | +27.5% | -63.9% | -50.4% |
| 1Y | +0.7% | +32.2% | -31.5% | -24.6% |
| 3Y | +455.3% | +126.0% | +329.3% | +114.2% |
| All | +455.3% | +124.5% | +330.8% | +114.2% |
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