+9,250.7%
SPGI vs PAAS
+955.7%
+8,295.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | +19.3% | -11.6% | +30.9% | +20.2% |
| 3M | +15.5% | -15.6% | +31.1% | +16.6% |
| 6M | +18.3% | -19.1% | +37.5% | +19.5% |
| YTD | -3.8% | -20.9% | +17.1% | -3.3% |
| 1Y | +1.3% | +21.3% | -20.0% | -1.5% |
| 3Y | +33.6% | +177.4% | -143.8% | +20.0% |
| 5Y | +13.2% | +71.3% | -58.2% | +4.1% |
| 10Y | +346.3% | +181.5% | +164.8% | +284.4% |
| All | +9,250.7% | +955.7% | +8,295.0% | +7,319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling