+20.6%
PG vs SPGI
+30.0%
-9.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.7% | +1.2% | +1.4% | +2.4% |
| 30D | +9.2% | +15.9% | -6.7% | +6.7% |
| 3M | +18.5% | +12.3% | +6.2% | +16.2% |
| 6M | +21.1% | +23.7% | -2.6% | +17.1% |
| YTD | +21.9% | -3.5% | +25.5% | +22.4% |
| 1Y | +18.1% | +0.4% | +17.7% | +17.3% |
| 3Y | +20.6% | +29.9% | -9.3% | +12.1% |
| All | +20.6% | +30.0% | -9.5% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling