+28.5%
SPGI vs PH
+135.6%
-107.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.8% | +7.4% | -8.2% | -2.3% |
| 30D | +14.3% | +0.5% | +13.8% | +13.9% |
| 3M | +14.5% | -10.2% | +24.7% | +17.0% |
| 6M | +17.3% | +8.9% | +8.4% | +13.8% |
| YTD | -4.6% | +9.7% | -14.2% | -8.5% |
| 1Y | +0.8% | +12.8% | -12.1% | -4.3% |
| All | +28.5% | +135.6% | -107.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling