+14.3%
PFE vs SPGI
+32.5%
-18.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +5.0% | +18.4% | -13.4% | +1.8% |
| 3M | +12.2% | +15.7% | -3.5% | +9.1% |
| 6M | +14.6% | +17.3% | -2.7% | +10.7% |
| YTD | +24.1% | -4.7% | +28.9% | +25.6% |
| 1Y | +26.6% | +1.8% | +24.8% | +25.8% |
| 3Y | +14.3% | +31.7% | -17.4% | +18.7% |
| All | +14.3% | +32.5% | -18.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling