+35.6%
PFE vs SPGI
+3.2%
+32.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +2.2% |
| 7D | +4.6% | +7.2% | -2.7% | +3.7% |
| 30D | +12.3% | +23.2% | -10.9% | +9.8% |
| 3M | +21.2% | +17.0% | +4.1% | +19.0% |
| 6M | +21.1% | +20.4% | +0.7% | +18.3% |
| YTD | +30.0% | -1.9% | +31.9% | +32.3% |
| 1Y | +35.6% | +2.9% | +32.7% | +35.3% |
| All | +35.6% | +3.2% | +32.4% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling