+338.6%
SPGI vs PAAS
+183.5%
+155.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | -1.4% | -5.2% | +3.8% | -0.9% |
| 30D | +15.3% | -13.9% | +29.2% | +16.7% |
| 3M | +16.5% | -23.8% | +40.3% | +19.1% |
| 6M | +19.8% | -36.4% | +56.2% | +24.2% |
| YTD | -3.2% | -23.4% | +20.1% | -2.4% |
| 1Y | +1.8% | +5.6% | -3.8% | -1.0% |
| 3Y | +30.6% | +209.7% | -179.1% | +9.2% |
| 5Y | +16.0% | +55.6% | -39.5% | +2.7% |
| 10Y | +338.6% | +212.2% | +126.4% | +269.1% |
| All | +338.6% | +183.5% | +155.1% | +269.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling