-12.5%
SPGI vs PSA
+7.3%
-19.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.0% |
| 30D | +8.4% | -7.7% | +16.1% | +10.3% |
| 3M | +11.8% | -0.6% | +12.4% | +12.5% |
| 6M | +5.7% | -0.9% | +6.6% | +5.5% |
| YTD | -9.7% | +18.7% | -28.3% | -11.2% |
| 1Y | -12.5% | +7.6% | -20.1% | -14.3% |
| All | -12.5% | +7.3% | -19.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling