+12.8%
PG vs SPGI
+0.1%
+12.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -2.7% | -8.9% | +6.2% | -0.8% |
| 30D | -1.5% | +0.6% | -2.2% | -1.8% |
| 3M | -3.4% | +2.0% | -5.3% | -4.0% |
| 6M | -7.0% | +0.1% | -7.1% | -7.3% |
| YTD | +2.0% | -16.4% | +18.4% | +5.3% |
| 1Y | -6.5% | -18.9% | +12.5% | -2.8% |
| 3Y | +1.2% | +13.8% | -12.6% | -4.7% |
| 5Y | +12.8% | +0.5% | +12.3% | +6.0% |
| All | +12.8% | +0.1% | +12.7% | +6.0% |
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