+1,496.4%
SPGI vs PSLV
+117.0%
+1,379.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +0.1% | -0.6% | +0.8% | +0.2% |
| 30D | +8.4% | +7.3% | +1.1% | +7.7% |
| 3M | +11.8% | -7.4% | +19.3% | +12.3% |
| 6M | +5.7% | -20.3% | +26.0% | +7.1% |
| YTD | -9.7% | -8.2% | -1.4% | -10.8% |
| 1Y | -12.5% | +57.9% | -70.4% | -18.4% |
| 3Y | +21.8% | +162.1% | -140.3% | +7.1% |
| 5Y | +8.2% | +151.2% | -143.0% | -5.2% |
| 10Y | +309.5% | +191.7% | +117.8% | +248.0% |
| All | +1,496.4% | +117.0% | +1,379.4% | +1,208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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