+3,280.3%
PEP vs SPGI
+15,015.0%
-11,734.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +6.7% | +2.6% | +4.1% | +6.0% |
| 30D | +13.5% | +19.3% | -5.7% | +8.8% |
| 3M | +3.9% | +15.5% | -11.5% | +0.3% |
| 6M | -6.0% | +18.3% | -24.3% | -10.0% |
| YTD | +2.5% | -3.8% | +6.3% | +2.2% |
| 1Y | +3.9% | +1.3% | +2.6% | +2.3% |
| 3Y | -4.7% | +33.6% | -38.3% | -13.1% |
| 5Y | +1.1% | +13.2% | -12.1% | -5.2% |
| 10Y | +83.8% | +346.3% | -262.5% | +23.1% |
| All | +3,280.3% | +15,015.0% | -11,734.7% | +572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling