+843.8%
PM vs SPG
+539.1%
+304.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.2% | +4.9% | -10.1% | -6.2% |
| 30D | +2.7% | +15.6% | -12.9% | -0.5% |
| 3M | +6.1% | +4.1% | +2.1% | +5.2% |
| 6M | +18.0% | +13.6% | +4.4% | +14.7% |
| YTD | +26.6% | +27.5% | -1.0% | +19.8% |
| 1Y | +36.7% | +32.2% | +4.4% | +28.4% |
| 3Y | +146.0% | +126.0% | +20.0% | +103.0% |
| 5Y | +164.1% | +74.7% | +89.3% | +127.3% |
| 10Y | +238.8% | +112.8% | +126.0% | +157.0% |
| All | +843.8% | +539.1% | +304.7% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling