+8,431.9%
PSA vs SPG
+5,939.2%
+2,492.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | +3.1% | -5.2% | -3.7% |
| 30D | +15.6% | +16.4% | -0.8% | +6.9% |
| 3M | +4.1% | +7.1% | -3.0% | +0.5% |
| 6M | +9.2% | +16.1% | -6.9% | +1.1% |
| YTD | +32.3% | +30.4% | +1.9% | +15.2% |
| 1Y | +26.2% | +33.0% | -6.8% | +8.8% |
| 3Y | +53.7% | +134.6% | -81.0% | -2.5% |
| 5Y | +26.6% | +84.9% | -58.3% | -12.0% |
| 10Y | +132.8% | +114.9% | +17.9% | +13.0% |
| All | +8,431.9% | +5,939.2% | +2,492.7% | +933.0% |
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