+223.9%
PR vs SPG
+75.4%
+148.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.3% |
| 7D | -16.5% | +5.0% | -21.6% | -19.2% |
| 30D | -4.5% | +12.3% | -16.8% | -11.6% |
| 3M | +8.5% | +1.9% | +6.7% | +6.7% |
| 6M | -3.3% | +14.4% | -17.8% | -12.8% |
| YTD | +55.7% | +26.5% | +29.2% | +29.6% |
| 1Y | +82.0% | +30.7% | +51.4% | +48.0% |
| 3Y | +62.5% | +122.6% | -60.2% | -14.1% |
| 5Y | +223.9% | +73.3% | +150.6% | +127.0% |
| All | +223.9% | +75.4% | +148.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling