+418.1%
SPGI vs PR
+169.5%
+248.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +8.4% | +18.0% | -9.6% | +7.5% |
| 3M | +11.8% | +16.9% | -5.0% | +10.9% |
| 6M | +5.7% | +28.2% | -22.5% | +4.3% |
| YTD | -9.7% | +69.3% | -79.0% | -12.2% |
| 1Y | -12.5% | +69.5% | -82.0% | -15.0% |
| 3Y | +21.8% | +81.7% | -59.9% | +17.2% |
| 5Y | +8.2% | +422.2% | -414.1% | -1.4% |
| 10Y | +309.5% | +110.4% | +199.1% | +275.8% |
| All | +418.1% | +169.5% | +248.6% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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