+7,551.8%
PSA vs SPG
+5,256.9%
+2,294.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -3.7% | -2.4% | -1.3% | -2.4% |
| 30D | -7.7% | -6.8% | -0.9% | -4.3% |
| 3M | -0.6% | +2.7% | -3.3% | -2.0% |
| 6M | -0.9% | +5.5% | -6.4% | -3.6% |
| YTD | +18.7% | +15.7% | +3.0% | +10.0% |
| 1Y | +7.6% | +20.9% | -13.2% | -2.6% |
| 3Y | +23.7% | +112.4% | -88.7% | -17.5% |
| 5Y | +13.7% | +101.4% | -87.7% | -24.8% |
| 10Y | +98.9% | +60.6% | +38.2% | +15.2% |
| All | +7,551.8% | +5,256.9% | +2,294.9% | +885.6% |
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