+13,845.6%
SPGI vs PH
+25,185.5%
-11,339.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.1% | -3.1% | +3.2% | +1.3% |
| 30D | +8.4% | -3.2% | +11.7% | +9.4% |
| 3M | +11.8% | +10.6% | +1.3% | +7.0% |
| 6M | +5.7% | -2.1% | +7.8% | +5.2% |
| YTD | -9.7% | +10.2% | -19.9% | -14.2% |
| 1Y | -12.5% | +28.2% | -40.7% | -21.9% |
| 3Y | +21.8% | +134.9% | -113.1% | -15.4% |
| 5Y | +8.2% | +253.6% | -245.5% | -36.6% |
| 10Y | +309.5% | +804.7% | -495.2% | +60.9% |
| All | +13,845.6% | +25,185.5% | -11,339.9% | +2,230.5% |
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 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