+101.3%
PSA vs SPG
+59.6%
+41.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -2.2% | -1.7% | -0.6% | -1.8% |
| 30D | -9.6% | -6.3% | -3.3% | -8.1% |
| 3M | -7.9% | -2.4% | -5.5% | -7.3% |
| 6M | -2.0% | +9.6% | -11.6% | -4.0% |
| YTD | +15.7% | +14.2% | +1.5% | +12.2% |
| 1Y | +5.8% | +19.3% | -13.5% | +1.5% |
| 3Y | +21.6% | +106.7% | -85.1% | +3.2% |
| 5Y | +13.1% | +104.2% | -91.1% | -4.7% |
| 10Y | +101.3% | +63.7% | +37.6% | +103.5% |
| All | +101.3% | +59.6% | +41.7% | +103.5% |
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