+338.6%
SPGI vs PNR
+98.8%
+239.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | +14.3% | +29.3% | -15.0% | +1.1% |
| 3M | +14.5% | +4.1% | +10.4% | +11.7% |
| 6M | +17.3% | -8.6% | +25.9% | +19.8% |
| YTD | -4.6% | -33.6% | +29.0% | +12.9% |
| 1Y | +0.8% | -36.4% | +37.1% | +21.6% |
| 3Y | +28.8% | +15.1% | +13.7% | +12.7% |
| 5Y | +14.0% | -3.8% | +17.7% | +5.8% |
| All | +338.6% | +98.8% | +239.8% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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