+146.7%
PM vs SPGI
+30.4%
+116.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | -1.4% | -5.7% | -6.8% |
| 30D | -2.8% | +15.3% | -18.1% | -5.3% |
| 3M | +6.3% | +16.5% | -10.2% | +3.3% |
| 6M | +9.6% | +19.8% | -10.2% | +5.9% |
| YTD | +25.6% | -3.2% | +28.8% | +27.3% |
| 1Y | +29.7% | +1.8% | +27.9% | +29.6% |
| All | +146.7% | +30.4% | +116.3% | +120.4% |
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