+2,468.4%
SPGI vs PBR
+1,797.5%
+670.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +0.1% | +8.6% | -8.4% | -1.7% |
| 30D | +8.4% | +12.8% | -4.4% | +5.5% |
| 3M | +11.8% | +14.7% | -2.8% | +8.1% |
| 6M | +5.7% | +25.2% | -19.5% | -0.2% |
| YTD | -9.7% | +77.1% | -86.8% | -21.1% |
| 1Y | -12.5% | +69.6% | -82.0% | -23.0% |
| 3Y | +21.8% | +95.6% | -73.8% | +1.9% |
| 5Y | +8.2% | +501.8% | -493.6% | -32.9% |
| 10Y | +309.5% | +640.6% | -331.1% | +108.9% |
| All | +2,468.4% | +1,797.5% | +670.9% | +998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling