+2.9%
SPGI vs PAAS
+24.3%
-21.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +3.3% |
| 7D | +7.2% | -1.1% | +8.3% | +7.1% |
| 30D | +23.2% | -8.5% | +31.7% | +23.2% |
| 3M | +17.0% | -7.3% | +24.3% | +16.7% |
| 6M | +20.4% | -18.3% | +38.7% | +20.5% |
| YTD | -1.9% | -19.2% | +17.3% | -2.3% |
| 1Y | +2.9% | +26.1% | -23.2% | +0.6% |
| All | +2.9% | +24.3% | -21.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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