+234.7%
PM vs SPG
+117.3%
+117.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | -7.3% | +5.1% | -12.4% | -8.3% |
| 30D | -4.0% | +16.8% | -20.9% | -7.4% |
| 3M | +2.7% | +5.7% | -2.9% | +1.4% |
| 6M | +14.9% | +17.8% | -2.9% | +10.6% |
| YTD | +23.5% | +30.1% | -6.6% | +16.2% |
| 1Y | +30.4% | +32.8% | -2.4% | +22.1% |
| 3Y | +143.2% | +137.2% | +6.0% | +97.1% |
| 5Y | +159.5% | +81.5% | +78.0% | +119.9% |
| 10Y | +234.7% | +116.5% | +118.1% | +168.0% |
| All | +234.7% | +117.3% | +117.4% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling