-22.2%
PWR vs SPG
+18.3%
-40.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.3% |
| 7D | +4.7% | +2.7% | +2.0% | +5.7% |
| 30D | -12.5% | +16.6% | -29.1% | -6.0% |
| 3M | -9.3% | +8.1% | -17.4% | -5.8% |
| 6M | -22.2% | +19.3% | -41.5% | -22.9% |
| All | -22.2% | +18.3% | -40.5% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling