+2,613.2%
SPGI vs PBR
+1,607.0%
+1,006.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -0.8% | -3.7% | +2.9% | -0.1% |
| 30D | +14.3% | -29.0% | +43.3% | +22.1% |
| 3M | +14.5% | +4.9% | +9.6% | +12.3% |
| 6M | +17.3% | -8.4% | +25.7% | +17.9% |
| YTD | -4.6% | +59.4% | -63.9% | -15.4% |
| 1Y | +0.8% | +45.5% | -44.7% | -9.0% |
| 3Y | +28.8% | +67.4% | -38.6% | +10.6% |
| 5Y | +14.0% | +453.0% | -439.0% | -28.1% |
| 10Y | +332.5% | +555.9% | -223.5% | +125.9% |
| All | +2,613.2% | +1,607.0% | +1,006.2% | +1,077.1% |
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 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