+2.2%
SPGI vs PBR
+566.8%
-564.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +4.3% | +20.9% | -16.6% | +2.9% |
| 6M | -0.2% | +20.2% | -20.5% | -1.7% |
| YTD | -14.8% | +84.3% | -99.1% | -19.2% |
| 1Y | -18.5% | +77.1% | -95.6% | -22.6% |
| 3Y | +16.0% | +100.8% | -84.9% | +8.2% |
| 5Y | +2.2% | +556.1% | -553.9% | -13.3% |
| All | +2.2% | +566.8% | -564.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling