+3,280.0%
PFE vs SPGI
+14,090.3%
-10,810.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.8% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +10.2% | +8.4% | +1.8% | +7.5% |
| 3M | +12.7% | +11.8% | +0.8% | +8.4% |
| 6M | +10.5% | +5.7% | +4.8% | +8.0% |
| YTD | +20.2% | -9.7% | +29.8% | +22.2% |
| 1Y | +24.1% | -12.5% | +36.5% | +27.1% |
| 3Y | -3.6% | +21.8% | -25.4% | -11.4% |
| 5Y | -20.9% | +8.2% | -29.0% | -25.9% |
| 10Y | +35.8% | +309.5% | -273.7% | -18.3% |
| All | +3,280.0% | +14,090.3% | -10,810.3% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling