+17.6%
PM vs SPGI
-14.9%
+32.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.6% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | -2.6% | +5.4% | -8.0% | -3.2% |
| 3M | +5.8% | +9.0% | -3.2% | +5.1% |
| 6M | +10.6% | +0.8% | +9.8% | +10.5% |
| YTD | +17.2% | -12.6% | +29.7% | +21.6% |
| 1Y | +17.6% | -16.1% | +33.8% | +25.1% |
| All | +17.6% | -14.9% | +32.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling