+195.1%
PM vs SPG
+59.7%
+135.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -4.9% | -2.4% | -2.5% | -4.4% |
| 30D | -3.4% | -6.8% | +3.4% | -1.8% |
| 3M | +5.2% | +2.7% | +2.5% | +4.6% |
| 6M | +3.7% | +5.5% | -1.7% | +2.4% |
| YTD | +15.8% | +15.7% | +0.1% | +11.8% |
| 1Y | +17.4% | +20.9% | -3.5% | +12.2% |
| 3Y | +116.9% | +112.4% | +4.5% | +79.9% |
| 5Y | +117.3% | +101.4% | +16.0% | +79.6% |
| All | +195.1% | +59.7% | +135.4% | +171.3% |
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 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