+89.6%
PEP vs SPGI
+335.3%
-245.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.6% | +1.6% | +3.0% | +4.1% |
| 30D | +14.0% | +16.1% | -2.1% | +9.0% |
| 3M | +5.4% | +15.5% | -10.1% | +0.8% |
| 6M | -5.1% | +19.6% | -24.8% | -10.5% |
| YTD | +3.1% | -3.6% | +6.7% | +2.8% |
| 1Y | +4.8% | +2.2% | +2.6% | +2.3% |
| 3Y | -4.1% | +30.1% | -34.2% | -15.2% |
| 5Y | +3.0% | +14.9% | -12.0% | -6.4% |
| 10Y | +89.6% | +334.0% | -244.4% | +15.5% |
| All | +89.6% | +335.3% | -245.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling