+363.8%
PSX vs SPG
+106.4%
+257.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +27.8% | -4.9% | +32.7% | +30.3% |
| 3M | +42.0% | +3.3% | +38.7% | +39.6% |
| 6M | +58.1% | +11.2% | +46.9% | +49.8% |
| YTD | +105.0% | +17.1% | +88.0% | +89.6% |
| 1Y | +104.9% | +21.6% | +83.3% | +86.0% |
| 3Y | +134.1% | +111.9% | +22.2% | +67.9% |
| 5Y | +363.8% | +106.9% | +256.9% | +225.9% |
| All | +363.8% | +106.4% | +257.5% | +225.9% |
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