+283.2%
PSX vs SPG
+81.6%
+201.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.2% |
| 7D | -8.0% | +5.1% | -13.1% | -9.8% |
| 30D | -9.0% | +16.8% | -25.9% | -14.5% |
| 3M | +24.7% | +5.7% | +19.1% | +21.8% |
| 6M | +49.3% | +17.8% | +31.5% | +38.9% |
| YTD | +100.2% | +30.1% | +70.1% | +77.1% |
| 1Y | +88.8% | +32.8% | +56.1% | +65.6% |
| 3Y | +152.5% | +137.2% | +15.3% | +72.3% |
| 5Y | +283.2% | +81.5% | +201.7% | +189.5% |
| All | +283.2% | +81.6% | +201.6% | +189.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling