+14.0%
SPGI vs PBR
+462.9%
-448.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -0.8% | -3.7% | +2.9% | -0.6% |
| 30D | +14.3% | -29.0% | +43.3% | +16.7% |
| 3M | +14.5% | +4.9% | +9.6% | +13.5% |
| 6M | +17.3% | -8.4% | +25.7% | +17.5% |
| YTD | -4.6% | +59.4% | -63.9% | -9.6% |
| 1Y | +0.8% | +45.5% | -44.7% | -3.7% |
| 3Y | +28.8% | +67.4% | -38.6% | +20.2% |
| 5Y | +14.0% | +453.0% | -439.0% | -14.1% |
| All | +14.0% | +462.9% | -448.9% | -14.1% |
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