+386.6%
PSX vs SPG
+59.6%
+327.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.8% |
| 7D | +1.8% | -1.7% | +3.5% | +2.6% |
| 30D | +21.6% | -6.3% | +27.9% | +25.3% |
| 3M | +46.5% | -2.4% | +48.9% | +47.6% |
| 6M | +62.0% | +9.6% | +52.4% | +53.3% |
| YTD | +106.3% | +14.2% | +92.1% | +91.2% |
| 1Y | +103.0% | +19.3% | +83.7% | +83.8% |
| 3Y | +135.5% | +106.7% | +28.8% | +62.3% |
| 5Y | +368.5% | +104.2% | +264.3% | +214.7% |
| 10Y | +386.6% | +63.7% | +322.9% | +207.2% |
| All | +386.6% | +59.6% | +327.0% | +207.2% |
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