+9,159.4%
SPGI vs PAAS
+971.0%
+8,188.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.1% |
| 7D | +0.3% | +8.4% | -8.1% | -0.3% |
| 30D | +18.4% | -7.2% | +25.5% | +18.9% |
| 3M | +15.7% | -14.0% | +29.7% | +16.6% |
| 6M | +17.3% | -26.8% | +44.0% | +19.3% |
| YTD | -4.7% | -19.8% | +15.1% | -4.3% |
| 1Y | +1.8% | +22.8% | -21.0% | -1.1% |
| 3Y | +31.7% | +183.6% | -151.9% | +18.1% |
| 5Y | +12.1% | +73.8% | -61.8% | +3.0% |
| 10Y | +341.9% | +185.6% | +156.4% | +280.2% |
| All | +9,159.4% | +971.0% | +8,188.4% | +7,239.7% |
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