+70.3%
PR vs SPG
+117.2%
-46.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | -9.5% | +5.6% | -15.1% | -13.3% |
| 30D | -5.7% | +17.6% | -23.3% | -16.9% |
| 3M | +3.0% | +7.5% | -4.5% | -3.1% |
| 6M | +11.8% | +18.5% | -6.7% | -3.4% |
| YTD | +58.5% | +30.9% | +27.5% | +25.5% |
| 1Y | +69.9% | +34.1% | +35.8% | +32.0% |
| 3Y | +84.9% | +135.5% | -50.6% | -9.6% |
| 5Y | +246.4% | +86.5% | +159.9% | +100.6% |
| 10Y | +70.3% | +116.1% | -45.8% | -12.7% |
| All | +70.3% | +117.2% | -46.9% | -12.7% |
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