+101.7%
PSX vs SPG
+22.2%
+79.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.7% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +27.8% | -4.9% | +32.7% | +27.1% |
| 3M | +42.0% | +3.3% | +38.7% | +42.5% |
| 6M | +58.1% | +11.2% | +46.9% | +59.9% |
| YTD | +105.0% | +17.1% | +88.0% | +104.2% |
| All | +101.7% | +22.2% | +79.5% | +100.1% |
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