+1,129.2%
PSX vs SPG
+234.7%
+894.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -0.4% | +2.7% | -3.1% | -1.6% |
| 30D | -8.1% | +16.6% | -24.7% | -14.6% |
| 3M | +15.9% | +8.1% | +7.8% | +11.4% |
| 6M | +49.4% | +19.3% | +30.0% | +36.4% |
| YTD | +104.7% | +31.1% | +73.6% | +77.5% |
| 1Y | +89.1% | +32.8% | +56.3% | +63.0% |
| 3Y | +151.7% | +135.8% | +16.0% | +63.3% |
| 5Y | +298.3% | +85.1% | +213.2% | +182.1% |
| 10Y | +357.1% | +115.9% | +241.1% | +162.8% |
| All | +1,129.2% | +234.7% | +894.5% | +487.2% |
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