+260.9%
PM vs SPG
+116.4%
+144.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | +2.7% | -9.8% | -7.6% |
| 30D | -2.8% | +16.6% | -19.4% | -6.1% |
| 3M | +6.3% | +8.1% | -1.7% | +4.4% |
| 6M | +9.6% | +19.3% | -9.7% | +5.3% |
| YTD | +25.6% | +31.1% | -5.5% | +17.9% |
| 1Y | +29.7% | +32.8% | -3.1% | +21.4% |
| 3Y | +147.6% | +135.8% | +11.8% | +100.8% |
| 5Y | +160.1% | +85.1% | +75.0% | +119.4% |
| 10Y | +260.9% | +115.9% | +145.0% | +189.4% |
| All | +260.9% | +116.4% | +144.5% | +189.4% |
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