+87.0%
PR vs SPG
+34.3%
+52.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.9% | -9.4% | -5.9% |
| 7D | -12.1% | +8.2% | -20.3% | -10.9% |
| 30D | +0.9% | +13.5% | -12.6% | +3.0% |
| 3M | +10.1% | +2.2% | +7.9% | +10.6% |
| 6M | +1.1% | +15.9% | -14.8% | +3.3% |
| YTD | +63.7% | +27.6% | +36.1% | +60.1% |
| 1Y | +87.0% | +30.9% | +56.1% | +79.5% |
| All | +87.0% | +34.3% | +52.8% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling