+78.7%
PR vs SPG
+116.4%
-37.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | -0.5% | +2.7% | -3.2% | -2.5% |
| 30D | -4.6% | +16.6% | -21.2% | -15.4% |
| 3M | +4.7% | +8.1% | -3.4% | -1.9% |
| 6M | +12.4% | +19.3% | -6.9% | -3.3% |
| YTD | +62.9% | +31.1% | +31.8% | +28.8% |
| 1Y | +70.6% | +32.8% | +37.8% | +33.6% |
| 3Y | +90.0% | +135.8% | -45.8% | -7.2% |
| 5Y | +255.5% | +85.1% | +170.4% | +107.1% |
| 10Y | +78.7% | +115.9% | -37.2% | -8.6% |
| All | +78.7% | +116.4% | -37.6% | -8.6% |
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