+48.8%
PFE vs SPGI
+333.9%
-285.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.0% |
| 30D | +0.3% | +15.9% | -15.6% | -3.7% |
| 3M | +9.4% | +12.3% | -2.9% | +5.7% |
| 6M | +14.9% | +23.7% | -8.8% | +7.5% |
| YTD | +23.8% | -3.5% | +27.3% | +23.8% |
| 1Y | +19.5% | +0.4% | +19.1% | +18.0% |
| 3Y | +21.0% | +29.9% | -8.9% | +9.2% |
| 5Y | -23.9% | +15.2% | -39.1% | -29.9% |
| All | +48.8% | +333.9% | -285.1% | -9.0% |
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 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