+282.6%
SPGI vs PPG
+26.3%
+256.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.0% |
| 7D | -8.9% | -5.1% | -3.8% | -6.6% |
| 30D | +0.6% | -9.6% | +10.2% | +5.5% |
| 3M | +2.0% | -6.4% | +8.4% | +4.7% |
| 6M | +0.1% | +0.5% | -0.4% | -1.6% |
| YTD | -16.4% | +4.4% | -20.8% | -20.3% |
| 1Y | -18.9% | -0.9% | -18.0% | -20.8% |
| 3Y | +13.8% | -17.0% | +30.7% | +19.3% |
| 5Y | +0.5% | -23.7% | +24.2% | +7.4% |
| All | +282.6% | +26.3% | +256.2% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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