+331.8%
SPGI vs PAAS
+192.1%
+139.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.1% |
| 7D | +0.3% | +8.4% | -8.1% | -0.5% |
| 30D | +18.4% | -7.2% | +25.5% | +19.1% |
| 3M | +15.7% | -14.0% | +29.7% | +16.9% |
| 6M | +17.3% | -26.8% | +44.0% | +19.9% |
| YTD | -4.7% | -19.8% | +15.1% | -4.3% |
| 1Y | +1.8% | +22.8% | -21.0% | -2.5% |
| 3Y | +31.7% | +183.6% | -151.9% | +11.4% |
| 5Y | +12.1% | +73.8% | -61.8% | -1.8% |
| All | +331.8% | +192.1% | +139.7% | +259.8% |
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