+28.4%
PFE vs SPGI
+2.3%
+26.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | +5.3% | +16.1% | -10.7% | +3.6% |
| 3M | +10.1% | +15.5% | -5.3% | +8.3% |
| 6M | +18.0% | +19.6% | -1.6% | +15.3% |
| YTD | +25.8% | -3.6% | +29.4% | +28.3% |
| 1Y | +28.4% | +2.2% | +26.2% | +26.2% |
| All | +28.4% | +2.3% | +26.2% | +26.2% |
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