+14,631.7%
SPGI vs PH
+25,064.5%
-10,432.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.8% | +7.4% | -8.2% | -3.4% |
| 30D | +14.3% | +0.5% | +13.8% | +13.6% |
| 3M | +14.5% | -10.2% | +24.7% | +18.5% |
| 6M | +17.3% | +8.9% | +8.4% | +12.2% |
| YTD | -4.6% | +9.7% | -14.2% | -9.7% |
| 1Y | +0.8% | +12.8% | -12.1% | -5.7% |
| 3Y | +28.8% | +134.6% | -105.8% | -10.8% |
| 5Y | +14.0% | +204.5% | -190.6% | -29.5% |
| 10Y | +332.5% | +697.5% | -365.0% | +77.0% |
| All | +14,631.7% | +25,064.5% | -10,432.7% | +2,354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling