+361.6%
PSX vs SPG
+113.9%
+247.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | +7.8% | +2.0% | +5.8% | +6.8% |
| 30D | -10.9% | +17.2% | -28.1% | -17.5% |
| 3M | +14.5% | +6.3% | +8.2% | +10.9% |
| 6M | +56.1% | +18.7% | +37.4% | +42.9% |
| YTD | +109.6% | +30.1% | +79.5% | +82.2% |
| 1Y | +95.5% | +32.8% | +62.8% | +68.4% |
| 3Y | +156.2% | +133.6% | +22.6% | +66.5% |
| 5Y | +310.0% | +84.4% | +225.6% | +190.3% |
| All | +361.6% | +113.9% | +247.7% | +161.8% |
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 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