+37.0%
PL vs SPG
+81.6%
-44.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.0% | +12.5% | +13.1% |
| 7D | +10.9% | +5.1% | +5.8% | +7.1% |
| 30D | -16.4% | +16.8% | -33.2% | -25.5% |
| 3M | -39.9% | +5.7% | -45.6% | -42.5% |
| 6M | -63.2% | +17.8% | -81.0% | -68.3% |
| YTD | -27.1% | +30.1% | -57.2% | -43.2% |
| 1Y | +12.2% | +32.8% | -20.6% | -14.2% |
| 3Y | +584.3% | +137.2% | +447.1% | +231.1% |
| 5Y | +37.0% | +81.5% | -44.5% | -26.6% |
| All | +37.0% | +81.6% | -44.7% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling