+27.9%
SPGI vs PL
+84.9%
-57.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +0.1% | -9.3% | +9.4% | +0.7% |
| 30D | +8.4% | -18.9% | +27.3% | +9.8% |
| 3M | +11.8% | -58.4% | +70.2% | +17.7% |
| 6M | +5.7% | -30.3% | +36.0% | +5.6% |
| YTD | -9.7% | -8.1% | -1.6% | -12.3% |
| 1Y | -12.5% | +180.5% | -193.0% | -24.4% |
| 3Y | +21.8% | +444.1% | -422.3% | -7.6% |
| 5Y | +8.2% | +83.0% | -74.8% | -17.0% |
| All | +27.9% | +84.9% | -57.0% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling