+260.9%
PM vs SPGI
+337.7%
-76.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | -1.4% | -5.7% | -6.6% |
| 30D | -2.8% | +15.3% | -18.1% | -7.1% |
| 3M | +6.3% | +16.5% | -10.2% | +1.1% |
| 6M | +9.6% | +19.8% | -10.2% | +2.9% |
| YTD | +25.6% | -3.2% | +28.8% | +25.5% |
| 1Y | +29.7% | +1.8% | +27.9% | +27.2% |
| 3Y | +147.6% | +30.6% | +117.0% | +119.6% |
| 5Y | +160.1% | +16.0% | +144.1% | +136.3% |
| 10Y | +260.9% | +338.6% | -77.7% | +103.2% |
| All | +260.9% | +337.7% | -76.8% | +103.2% |
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