+152.5%
PSX vs SPG
+132.9%
+19.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.2% |
| 7D | -8.0% | +5.1% | -13.1% | -9.7% |
| 30D | -9.0% | +16.8% | -25.9% | -14.3% |
| 3M | +24.7% | +5.7% | +19.1% | +22.1% |
| 6M | +49.3% | +17.8% | +31.5% | +39.0% |
| YTD | +100.2% | +30.1% | +70.1% | +76.1% |
| 1Y | +88.8% | +32.8% | +56.1% | +64.4% |
| 3Y | +152.5% | +137.2% | +15.3% | +76.3% |
| All | +152.5% | +132.9% | +19.6% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling