+192.8%
PM vs SPGI
+308.9%
-116.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -3.4% | +8.4% | -11.8% | -5.9% |
| 3M | +5.2% | +11.8% | -6.7% | +1.1% |
| 6M | +3.7% | +5.7% | -2.0% | +1.2% |
| YTD | +15.8% | -9.7% | +25.4% | +18.4% |
| 1Y | +17.4% | -12.5% | +29.8% | +21.1% |
| 3Y | +116.9% | +21.8% | +95.1% | +96.6% |
| 5Y | +117.3% | +8.2% | +109.1% | +101.5% |
| All | +192.8% | +308.9% | -116.0% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling