+65.2%
PR vs SPG
+109.7%
-44.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.3% |
| 7D | -16.4% | +4.9% | -21.3% | -19.6% |
| 30D | -1.9% | +15.6% | -17.5% | -12.4% |
| 3M | +8.0% | +4.1% | +3.9% | +4.0% |
| 6M | +4.1% | +13.6% | -9.5% | -7.0% |
| YTD | +58.7% | +27.5% | +31.2% | +28.2% |
| 1Y | +75.8% | +32.2% | +43.6% | +38.1% |
| 3Y | +73.2% | +126.0% | -52.8% | -12.5% |
| 5Y | +230.1% | +74.7% | +155.4% | +101.1% |
| All | +65.2% | +109.7% | -44.5% | -14.0% |
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