+331.8%
SPGI vs PH
+759.6%
-427.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -2.1% |
| 7D | +0.3% | +2.0% | -1.7% | -0.7% |
| 30D | +18.4% | -3.7% | +22.0% | +19.7% |
| 3M | +15.7% | -14.0% | +29.7% | +22.3% |
| 6M | +17.3% | +2.1% | +15.2% | +14.5% |
| YTD | -4.7% | +5.1% | -9.8% | -9.0% |
| 1Y | +1.8% | +10.9% | -9.1% | -5.2% |
| 3Y | +31.7% | +132.9% | -101.3% | -15.3% |
| 5Y | +12.1% | +200.1% | -188.0% | -37.5% |
| All | +331.8% | +759.6% | -427.7% | +51.5% |
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