-3.3%
PR vs SPG
+14.5%
-17.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -5.2% |
| 7D | -16.5% | +5.0% | -21.6% | -15.1% |
| 30D | -4.5% | +12.3% | -16.8% | -1.2% |
| 3M | +8.5% | +1.9% | +6.7% | +8.6% |
| 6M | -3.3% | +14.4% | -17.8% | +2.4% |
| All | -3.3% | +14.5% | -17.8% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling