+451.8%
SPGI vs PR
+147.8%
+304.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -1.7% |
| 7D | +2.6% | -16.5% | +19.1% | +3.4% |
| 30D | +19.3% | -4.5% | +23.8% | +19.4% |
| 3M | +15.5% | +8.5% | +6.9% | +14.9% |
| 6M | +18.3% | -3.3% | +21.7% | +18.3% |
| YTD | -3.8% | +55.7% | -59.5% | -6.2% |
| 1Y | +1.3% | +82.0% | -80.7% | -1.9% |
| 3Y | +33.6% | +62.5% | -28.9% | +29.2% |
| 5Y | +13.2% | +223.9% | -210.7% | +5.0% |
| 10Y | +346.3% | +64.2% | +282.1% | +308.2% |
| All | +451.8% | +147.8% | +304.0% | +406.0% |
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