+334.0%
SPGI vs PAAS
+168.2%
+165.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.0% |
| 7D | +1.6% | +4.2% | -2.6% | +1.2% |
| 30D | +16.1% | -13.8% | +29.9% | +17.5% |
| 3M | +15.5% | -22.7% | +38.2% | +17.8% |
| 6M | +19.6% | -32.1% | +51.7% | +23.2% |
| YTD | -3.6% | -22.3% | +18.7% | -2.9% |
| 1Y | +2.2% | +7.7% | -5.4% | -0.8% |
| 3Y | +30.1% | +214.0% | -183.9% | +8.7% |
| 5Y | +14.9% | +63.2% | -48.3% | +1.2% |
| 10Y | +334.0% | +185.5% | +148.5% | +262.3% |
| All | +334.0% | +168.2% | +165.7% | +262.3% |
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