+8,678.6%
SPGI vs PAAS
+1,235.6%
+7,443.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | +0.1% | -2.9% | +3.0% | +0.3% |
| 30D | +8.4% | +6.8% | +1.6% | +7.7% |
| 3M | +11.8% | -2.9% | +14.7% | +11.7% |
| 6M | +5.7% | -16.4% | +22.1% | +6.5% |
| YTD | -9.7% | 0.0% | -9.7% | -10.6% |
| 1Y | -12.5% | +54.3% | -66.8% | -16.4% |
| 3Y | +21.8% | +230.7% | -208.9% | +8.1% |
| 5Y | +8.2% | +111.6% | -103.5% | -1.9% |
| 10Y | +309.5% | +211.7% | +97.8% | +249.8% |
| All | +8,678.6% | +1,235.6% | +7,443.0% | +6,758.6% |
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