+34.9%
SPGI vs PL
+28.1%
+6.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.6% |
| 7D | +0.3% | -6.8% | +7.1% | +0.6% |
| 30D | +18.4% | -29.3% | +47.7% | +20.7% |
| 3M | +15.7% | -44.8% | +60.5% | +19.6% |
| 6M | +17.3% | -68.4% | +85.7% | +24.6% |
| YTD | -4.7% | -36.4% | +31.6% | -5.6% |
| 1Y | +1.8% | +0.7% | +1.1% | -3.6% |
| 3Y | +31.7% | +455.3% | -423.6% | -2.5% |
| 5Y | +12.1% | +22.7% | -10.6% | -10.8% |
| All | +34.9% | +28.1% | +6.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling