+835.7%
PM vs SPGI
+1,877.5%
-1,041.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | +2.7% | +18.4% | -15.7% | -2.5% |
| 3M | +5.2% | +15.7% | -10.5% | +0.5% |
| 6M | +17.0% | +17.3% | -0.3% | +10.8% |
| YTD | +25.5% | -4.7% | +30.2% | +25.6% |
| 1Y | +35.5% | +1.8% | +33.7% | +32.9% |
| 3Y | +143.9% | +31.7% | +112.2% | +118.3% |
| 5Y | +161.8% | +12.1% | +149.8% | +142.0% |
| 10Y | +235.9% | +341.9% | -106.0% | +96.8% |
| All | +835.7% | +1,877.5% | -1,041.8% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling