+1,067.6%
PSX vs SPG
+225.7%
+841.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -13.1% | +4.9% | -18.0% | -15.1% |
| 30D | -9.5% | +15.6% | -25.1% | -15.6% |
| 3M | +20.2% | +4.1% | +16.1% | +17.5% |
| 6M | +44.9% | +13.6% | +31.3% | +35.4% |
| YTD | +94.4% | +27.5% | +66.9% | +70.7% |
| 1Y | +83.1% | +32.2% | +50.8% | +58.0% |
| 3Y | +132.2% | +126.0% | +6.1% | +53.6% |
| 5Y | +278.8% | +74.7% | +204.1% | +175.7% |
| 10Y | +354.2% | +112.8% | +241.3% | +162.8% |
| All | +1,067.6% | +225.7% | +841.9% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling