+234.7%
PM vs SPGI
+335.6%
-101.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -7.3% | -0.9% | -6.4% | -7.0% |
| 30D | -4.0% | +15.5% | -19.5% | -8.3% |
| 3M | +2.7% | +15.7% | -12.9% | -2.1% |
| 6M | +14.9% | +19.1% | -4.2% | +8.0% |
| YTD | +23.5% | -4.1% | +27.6% | +23.7% |
| 1Y | +30.4% | +1.2% | +29.2% | +28.2% |
| 3Y | +143.2% | +31.6% | +111.6% | +115.1% |
| 5Y | +159.5% | +12.4% | +147.0% | +138.5% |
| 10Y | +234.7% | +334.3% | -99.6% | +85.0% |
| All | +234.7% | +335.6% | -101.0% | +85.0% |
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 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