-18.9%
SPGI vs PBR
+80.2%
-99.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -1.7% |
| 7D | -8.9% | +4.2% | -13.2% | -8.5% |
| 30D | +0.6% | +22.7% | -22.1% | +2.8% |
| 3M | +2.0% | +21.5% | -19.5% | +4.3% |
| 6M | +0.1% | +24.0% | -23.9% | +3.2% |
| YTD | -16.4% | +88.2% | -104.7% | -11.9% |
| 1Y | -18.9% | +74.8% | -93.7% | -15.2% |
| All | -18.9% | +80.2% | -99.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling