+4.4%
PEP vs SPGI
+15.2%
-10.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +2.0% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +12.5% | +15.9% | -3.4% | +9.3% |
| 3M | +4.5% | +12.3% | -7.8% | +2.1% |
| 6M | -0.5% | +23.7% | -24.2% | -4.7% |
| YTD | +4.4% | -3.5% | +8.0% | +4.3% |
| 1Y | +4.4% | +0.4% | +3.9% | +3.1% |
| 3Y | -3.4% | +29.9% | -33.3% | -12.2% |
| All | +4.4% | +15.2% | -10.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling