+13.2%
SPGI vs PL
+11.6%
+1.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.1% | +8.2% | -1.3% |
| 7D | +2.6% | -20.5% | +23.1% | +3.9% |
| 30D | +19.3% | -38.8% | +58.0% | +22.7% |
| 3M | +15.5% | -49.1% | +64.6% | +20.0% |
| 6M | +18.3% | -69.4% | +87.7% | +25.9% |
| YTD | -3.8% | -42.3% | +38.6% | -4.0% |
| 1Y | +1.3% | -14.2% | +15.5% | -2.9% |
| 3Y | +33.6% | +398.7% | -365.1% | -0.3% |
| 5Y | +13.2% | +11.1% | +2.0% | -7.1% |
| All | +13.2% | +11.6% | +1.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling