+1,112.1%
PSX vs SPG
+195.4%
+916.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +4.5% | -2.4% | +6.9% | +5.7% |
| 30D | +26.6% | -6.8% | +33.4% | +30.7% |
| 3M | +39.3% | +2.7% | +36.6% | +37.0% |
| 6M | +56.8% | +5.5% | +51.4% | +51.2% |
| YTD | +101.8% | +15.7% | +86.1% | +86.0% |
| 1Y | +99.6% | +20.9% | +78.7% | +79.8% |
| 3Y | +140.3% | +112.4% | +28.0% | +63.8% |
| 5Y | +339.3% | +101.4% | +238.0% | +197.8% |
| 10Y | +369.9% | +60.6% | +309.2% | +209.8% |
| All | +1,112.1% | +195.4% | +916.7% | +515.4% |
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