+3,449.8%
PFE vs SPGI
+15,101.3%
-11,651.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 3M | +12.2% | +16.5% | -4.3% | +7.1% |
| 6M | +17.8% | +19.8% | -2.0% | +10.9% |
| YTD | +26.2% | -3.2% | +29.4% | +25.7% |
| 1Y | +23.2% | +1.8% | +21.4% | +20.8% |
| 3Y | +21.3% | +30.6% | -9.3% | +9.2% |
| 5Y | -23.1% | +16.0% | -39.1% | -29.4% |
| 10Y | +50.7% | +338.6% | -287.9% | -11.1% |
| All | +3,449.8% | +15,101.3% | -11,651.5% | +485.3% |
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