-20.7%
PFE vs SPGI
+8.3%
-29.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +10.2% | +8.4% | +1.8% | +8.2% |
| 3M | +12.7% | +11.8% | +0.8% | +9.5% |
| 6M | +10.5% | +5.7% | +4.8% | +8.6% |
| YTD | +20.2% | -9.7% | +29.8% | +22.4% |
| 1Y | +24.1% | -12.5% | +36.5% | +27.2% |
| 3Y | -3.6% | +21.8% | -25.4% | -9.7% |
| All | -20.7% | +8.3% | -29.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling