+4,692.5%
PG vs SPGI
+15,052.7%
-10,360.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.7% | +1.2% | +1.4% | +2.3% |
| 30D | +9.2% | +15.9% | -6.7% | +5.3% |
| 3M | +18.5% | +12.3% | +6.2% | +15.0% |
| 6M | +21.1% | +23.7% | -2.6% | +14.5% |
| YTD | +21.9% | -3.5% | +25.5% | +21.6% |
| 1Y | +18.1% | +0.4% | +17.7% | +16.6% |
| 3Y | +20.6% | +29.9% | -9.3% | +10.7% |
| 5Y | +31.8% | +15.2% | +16.6% | +23.1% |
| 10Y | +166.5% | +337.2% | -170.7% | +75.8% |
| All | +4,692.5% | +15,052.7% | -10,360.2% | +905.8% |
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