-23.1%
PFE vs SPGI
+14.7%
-37.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | +5.2% | +15.3% | -10.1% | +2.0% |
| 3M | +12.2% | +16.5% | -4.3% | +8.4% |
| 6M | +17.8% | +19.8% | -2.0% | +12.6% |
| YTD | +26.2% | -3.2% | +29.4% | +26.6% |
| 1Y | +23.2% | +1.8% | +21.4% | +21.9% |
| 3Y | +21.3% | +30.6% | -9.3% | +11.5% |
| 5Y | -23.1% | +16.0% | -39.1% | -30.8% |
| All | -23.1% | +14.7% | -37.8% | -30.8% |
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 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