+106.5%
SPG vs PNR
-13.0%
+119.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.7% |
| 7D | -1.7% | -3.9% | +2.2% | -0.1% |
| 30D | -6.3% | -13.8% | +7.5% | -0.7% |
| 3M | -2.4% | -22.5% | +20.1% | +6.9% |
| 6M | +9.6% | -37.2% | +46.8% | +31.3% |
| YTD | +14.2% | -44.2% | +58.4% | +43.9% |
| 1Y | +19.3% | -46.6% | +65.9% | +53.6% |
| All | +106.5% | -13.0% | +119.5% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling