+9.5%
SPGI vs PPL
+39.5%
-30.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +2.7% | -2.5% | -1.0% |
| 30D | +8.4% | +0.5% | +8.0% | +8.1% |
| 3M | +11.8% | +0.7% | +11.2% | +11.3% |
| 6M | +5.7% | -7.6% | +13.3% | +9.0% |
| YTD | -9.7% | +1.8% | -11.5% | -11.1% |
| 1Y | -12.5% | -0.8% | -11.7% | -12.9% |
| 3Y | +21.8% | +56.9% | -35.1% | -5.0% |
| All | +9.5% | +39.5% | -30.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling