+19.5%
SPG vs PNR
-47.3%
+66.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | -2.2% | -5.5% | +3.3% | -1.2% |
| 30D | -5.8% | -15.6% | +9.8% | -2.9% |
| 3M | -2.8% | -20.2% | +17.4% | +0.5% |
| 6M | +8.9% | -36.6% | +45.5% | +17.1% |
| YTD | +14.3% | -45.0% | +59.3% | +25.9% |
| 1Y | +19.5% | -47.4% | +66.9% | +33.1% |
| All | +19.5% | -47.3% | +66.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling