+85.0%
PR vs SPG
+111.2%
-26.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +2.9% | -2.4% | +5.3% | +4.0% |
| 30D | +18.0% | -6.8% | +24.9% | +21.7% |
| 3M | +16.9% | +2.7% | +14.2% | +14.4% |
| 6M | +28.2% | +5.5% | +22.8% | +23.1% |
| YTD | +69.3% | +15.7% | +53.6% | +53.6% |
| 1Y | +69.5% | +20.9% | +48.6% | +49.3% |
| All | +85.0% | +111.2% | -26.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling