+99.6%
PSX vs SPG
+21.3%
+78.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | +4.5% | -2.4% | +6.9% | +4.3% |
| 30D | +26.6% | -6.8% | +33.4% | +25.7% |
| 3M | +39.3% | +2.7% | +36.6% | +39.7% |
| 6M | +56.8% | +5.5% | +51.4% | +60.3% |
| YTD | +101.8% | +15.7% | +86.1% | +101.0% |
| 1Y | +99.6% | +20.9% | +78.7% | +98.0% |
| All | +99.6% | +21.3% | +78.3% | +98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling