+17.0%
PG vs SPGI
+3.2%
+13.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +2.9% |
| 7D | +5.7% | +7.2% | -1.5% | +5.0% |
| 30D | +15.4% | +23.2% | -7.8% | +13.5% |
| 3M | +13.8% | +17.0% | -3.2% | +12.3% |
| 6M | +18.3% | +20.4% | -2.1% | +16.8% |
| YTD | +20.1% | -1.9% | +22.0% | +17.6% |
| 1Y | +17.0% | +2.9% | +14.1% | +10.7% |
| All | +17.0% | +3.2% | +13.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling