+143.9%
PM vs SPG
+124.5%
+19.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.2% | +4.9% | -10.1% | -6.1% |
| 30D | +2.7% | +15.6% | -12.9% | 0.0% |
| 3M | +5.2% | +4.1% | +1.2% | +4.4% |
| 6M | +17.0% | +13.6% | +3.4% | +14.6% |
| YTD | +25.5% | +27.5% | -2.0% | +20.7% |
| 1Y | +35.5% | +32.2% | +3.3% | +29.7% |
| 3Y | +143.9% | +126.0% | +17.9% | +119.3% |
| All | +143.9% | +124.5% | +19.4% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling