+75.0%
PEP vs SPGI
+308.9%
-233.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +0.2% | +8.4% | -8.2% | -2.3% |
| 3M | -1.1% | +11.8% | -13.0% | -4.6% |
| 6M | -13.5% | +5.7% | -19.2% | -15.4% |
| YTD | -1.2% | -9.7% | +8.5% | +0.5% |
| 1Y | -1.6% | -12.5% | +10.9% | +0.9% |
| 3Y | -12.5% | +21.8% | -34.3% | -21.2% |
| 5Y | +3.0% | +8.2% | -5.1% | -4.7% |
| All | +75.0% | +308.9% | -233.9% | +5.1% |
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