+5,922.7%
SPG vs PNR
+2,020.6%
+3,902.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +17.2% | +31.7% | -14.5% | +3.6% |
| 3M | +6.3% | +2.6% | +3.7% | +4.3% |
| 6M | +18.7% | -6.4% | +25.1% | +19.8% |
| YTD | +30.1% | -33.4% | +63.5% | +50.5% |
| 1Y | +32.8% | -35.1% | +67.8% | +55.1% |
| 3Y | +133.6% | +17.1% | +116.5% | +109.3% |
| 5Y | +84.4% | -3.5% | +87.9% | +77.0% |
| 10Y | +114.3% | +100.2% | +14.2% | +53.4% |
| All | +5,922.7% | +2,020.6% | +3,902.1% | +2,347.1% |
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 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