+46.2%
PFE vs SPGI
+335.3%
-289.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +5.3% | +16.1% | -10.7% | +1.0% |
| 3M | +10.1% | +15.5% | -5.3% | +5.6% |
| 6M | +18.0% | +19.6% | -1.6% | +11.5% |
| YTD | +25.8% | -3.6% | +29.4% | +25.8% |
| 1Y | +28.4% | +2.2% | +26.2% | +26.1% |
| 3Y | +20.9% | +30.1% | -9.2% | +9.0% |
| 5Y | -21.5% | +14.9% | -36.4% | -27.7% |
| 10Y | +46.2% | +334.0% | -287.8% | -9.8% |
| All | +46.2% | +335.3% | -289.1% | -9.8% |
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