+8,493.4%
PSA vs SPG
+5,968.7%
+2,524.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.1% | +2.7% | -4.8% | -3.4% |
| 30D | +16.2% | +16.6% | -0.3% | +7.4% |
| 3M | +4.3% | +8.1% | -3.8% | +0.2% |
| 6M | +9.9% | +19.3% | -9.5% | +0.3% |
| YTD | +33.3% | +31.1% | +2.2% | +15.8% |
| 1Y | +25.8% | +32.8% | -6.9% | +8.6% |
| 3Y | +54.8% | +135.8% | -81.0% | -2.1% |
| 5Y | +27.5% | +85.1% | -57.6% | -11.3% |
| 10Y | +134.5% | +115.9% | +18.6% | +13.5% |
| All | +8,493.4% | +5,968.7% | +2,524.7% | +937.8% |
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