+14.9%
SPGI vs PAAS
+62.0%
-47.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.7% |
| 6M | +19.6% | -32.1% | +51.7% | +23.2% |
| YTD | -3.6% | -22.3% | +18.7% | -3.1% |
| 1Y | +2.2% | +7.7% | -5.4% | -1.4% |
| 3Y | +30.1% | +214.0% | -183.9% | +2.1% |
| 5Y | +14.9% | +63.2% | -48.3% | +0.8% |
| All | +14.9% | +62.0% | -47.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling