+89.1%
PSX vs SPG
+33.6%
+55.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.4% | +2.7% | -3.1% | 0.0% |
| 30D | -8.1% | +16.6% | -24.7% | -5.9% |
| 3M | +15.9% | +8.1% | +7.8% | +17.6% |
| 6M | +49.4% | +19.3% | +30.0% | +53.8% |
| YTD | +104.7% | +31.1% | +73.6% | +106.3% |
| 1Y | +89.1% | +32.8% | +56.3% | +88.0% |
| All | +89.1% | +33.6% | +55.5% | +88.0% |
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