+13,845.6%
SPGI vs PPG
+2,762.5%
+11,083.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | +8.4% | -5.0% | +13.4% | +10.7% |
| 3M | +11.8% | +1.1% | +10.7% | +10.7% |
| 6M | +5.7% | -3.2% | +8.9% | +5.7% |
| YTD | -9.7% | +11.9% | -21.5% | -15.8% |
| 1Y | -12.5% | +5.3% | -17.8% | -16.4% |
| 3Y | +21.8% | -15.0% | +36.8% | +26.0% |
| 5Y | +8.2% | -19.6% | +27.8% | +12.5% |
| 10Y | +309.5% | +27.0% | +282.5% | +236.2% |
| All | +13,845.6% | +2,762.5% | +11,083.1% | +4,482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling