+16.4%
SPGI vs PBR
+97.2%
-80.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.6% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +2.0% | +17.5% | -15.5% | +1.2% |
| 3M | +4.3% | +20.9% | -16.6% | +3.2% |
| 6M | -0.2% | +20.2% | -20.5% | -1.5% |
| YTD | -14.8% | +84.3% | -99.1% | -19.7% |
| 1Y | -18.5% | +77.1% | -95.6% | -23.0% |
| All | +16.4% | +97.2% | -80.8% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling