-69.4%
PL vs SPG
+14.5%
-83.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.3% | -10.6% |
| 7D | -20.5% | +5.0% | -25.6% | -18.3% |
| 30D | -38.8% | +12.3% | -51.1% | -35.0% |
| 3M | -49.1% | +1.9% | -51.0% | -49.3% |
| 6M | -69.4% | +14.4% | -83.8% | -70.3% |
| All | -69.4% | +14.5% | -83.9% | -70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling