+11.1%
PL vs SPG
+75.4%
-64.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.3% | -9.5% |
| 7D | -20.5% | +5.0% | -25.6% | -23.4% |
| 30D | -38.8% | +12.3% | -51.1% | -44.0% |
| 3M | -49.1% | +1.9% | -51.0% | -50.1% |
| 6M | -69.4% | +14.4% | -83.8% | -73.0% |
| YTD | -42.3% | +26.5% | -68.8% | -54.2% |
| 1Y | -14.2% | +30.7% | -44.9% | -33.8% |
| 3Y | +398.7% | +122.6% | +276.1% | +152.7% |
| 5Y | +11.1% | +73.3% | -62.2% | -40.5% |
| All | +11.1% | +75.4% | -64.3% | -40.5% |
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