+462.7%
SPGI vs PR
+160.5%
+302.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.5% | +9.9% | +3.7% |
| 7D | +7.2% | -12.1% | +19.3% | +7.8% |
| 30D | +23.2% | +0.9% | +22.3% | +23.1% |
| 3M | +17.0% | +10.1% | +6.9% | +16.4% |
| 6M | +20.4% | +1.1% | +19.3% | +20.1% |
| YTD | -1.9% | +63.7% | -65.6% | -4.5% |
| 1Y | +2.9% | +87.0% | -84.1% | -0.6% |
| 3Y | +36.2% | +70.7% | -34.5% | +31.4% |
| 5Y | +14.8% | +246.8% | -232.0% | +6.2% |
| 10Y | +355.1% | +72.6% | +282.5% | +315.3% |
| All | +462.7% | +160.5% | +302.2% | +414.7% |
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