+13,845.6%
SPGI vs PNR
+3,652.8%
+10,192.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +8.4% | -12.8% | +21.2% | +13.4% |
| 3M | +11.8% | -17.0% | +28.8% | +17.9% |
| 6M | +5.7% | -37.4% | +43.1% | +22.1% |
| YTD | -9.7% | -41.6% | +31.9% | +6.7% |
| 1Y | -12.5% | -44.6% | +32.2% | +5.1% |
| 3Y | +21.8% | -12.1% | +34.0% | +23.6% |
| 5Y | +8.2% | -17.4% | +25.6% | +10.4% |
| 10Y | +309.5% | +64.0% | +245.5% | +225.4% |
| All | +13,845.6% | +3,652.8% | +10,192.8% | +6,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling