+14,784.9%
SPGI vs PH
+25,253.3%
-10,468.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.6% | +2.1% | -0.6% | +0.7% |
| 30D | +16.1% | +0.3% | +15.8% | +15.5% |
| 3M | +15.5% | -8.8% | +24.3% | +18.8% |
| 6M | +19.6% | +10.0% | +9.6% | +14.0% |
| YTD | -3.6% | +10.5% | -14.1% | -9.0% |
| 1Y | +2.2% | +15.5% | -13.3% | -5.2% |
| 3Y | +30.1% | +136.4% | -106.2% | -10.1% |
| 5Y | +14.9% | +213.6% | -198.7% | -29.7% |
| 10Y | +334.0% | +713.9% | -379.9% | +76.3% |
| All | +14,784.9% | +25,253.3% | -10,468.5% | +2,372.8% |
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