+5,256.9%
SPG vs PNR
+1,760.3%
+3,496.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -6.8% | -12.8% | +5.9% | -1.4% |
| 3M | +2.7% | -17.0% | +19.7% | +9.9% |
| 6M | +5.5% | -37.4% | +42.9% | +26.8% |
| YTD | +15.7% | -41.6% | +57.3% | +42.6% |
| 1Y | +20.9% | -44.6% | +65.5% | +52.1% |
| 3Y | +112.4% | -12.1% | +124.5% | +116.4% |
| 5Y | +101.4% | -17.4% | +118.7% | +107.7% |
| 10Y | +60.6% | +64.0% | -3.4% | +25.3% |
| All | +5,256.9% | +1,760.3% | +3,496.6% | +2,218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling