+103.8%
SPG vs PNR
-21.7%
+125.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -1.2% | -6.0% | +4.9% | +1.8% |
| 30D | -6.1% | -14.0% | +7.8% | +0.7% |
| 3M | -3.6% | -21.7% | +18.0% | +6.8% |
| 6M | +10.4% | -37.3% | +47.7% | +36.2% |
| YTD | +14.4% | -45.1% | +59.5% | +50.3% |
| 1Y | +16.5% | -49.1% | +65.7% | +59.5% |
| 3Y | +106.8% | -14.8% | +121.6% | +106.7% |
| All | +103.8% | -21.7% | +125.5% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling