+13.7%
SPGI vs PH
+203.1%
-189.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.2% | +4.1% | -2.9% | -0.1% |
| 30D | +15.9% | -0.1% | +16.0% | +15.5% |
| 3M | +12.3% | -9.6% | +21.9% | +15.7% |
| 6M | +23.7% | +8.5% | +15.2% | +18.6% |
| YTD | -3.5% | +9.4% | -12.9% | -8.8% |
| 1Y | +0.4% | +14.2% | -13.8% | -6.8% |
| 3Y | +29.9% | +134.0% | -104.1% | -15.9% |
| All | +13.7% | +203.1% | -189.4% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling