+143.9%
PM vs SPGI
+32.5%
+111.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | +2.7% | +18.4% | -15.7% | -0.4% |
| 3M | +5.2% | +15.7% | -10.5% | +2.3% |
| 6M | +17.0% | +17.3% | -0.3% | +13.5% |
| YTD | +25.5% | -4.7% | +30.2% | +27.6% |
| 1Y | +35.5% | +1.8% | +33.7% | +35.3% |
| 3Y | +143.9% | +31.7% | +112.2% | +124.8% |
| All | +143.9% | +32.5% | +111.4% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling