+338.6%
SPGI vs PH
+725.6%
-387.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -1.4% | +6.9% | -8.3% | -4.1% |
| 30D | +15.3% | +1.7% | +13.6% | +14.0% |
| 3M | +16.5% | -8.1% | +24.7% | +19.9% |
| 6M | +19.8% | +11.5% | +8.3% | +12.8% |
| YTD | -3.2% | +11.4% | -14.6% | -9.8% |
| 1Y | +1.8% | +14.1% | -12.3% | -6.2% |
| 3Y | +30.6% | +138.2% | -107.7% | -16.8% |
| 5Y | +16.0% | +216.0% | -200.0% | -36.9% |
| 10Y | +338.6% | +710.0% | -371.4% | +48.2% |
| All | +338.6% | +725.6% | -387.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling