+169.5%
PR vs SPG
+70.2%
+99.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | +2.9% | -2.4% | +5.3% | +4.7% |
| 30D | +18.0% | -6.8% | +24.9% | +24.1% |
| 3M | +16.9% | +2.7% | +14.2% | +13.5% |
| 6M | +28.2% | +5.5% | +22.8% | +20.6% |
| YTD | +69.3% | +15.7% | +53.6% | +48.3% |
| 1Y | +69.5% | +20.9% | +48.6% | +43.0% |
| 3Y | +81.7% | +112.4% | -30.7% | -2.8% |
| 5Y | +422.2% | +101.4% | +320.9% | +187.7% |
| 10Y | +110.4% | +60.6% | +49.7% | +10.2% |
| All | +169.5% | +70.2% | +99.3% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling