+282.6%
SPGI vs PSX
+384.6%
-102.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -8.9% | +1.5% | -10.4% | -9.2% |
| 30D | +0.6% | +15.8% | -15.2% | -2.7% |
| 3M | +2.0% | +43.0% | -41.0% | -6.3% |
| 6M | +0.1% | +61.1% | -61.0% | -11.0% |
| YTD | -16.4% | +104.5% | -120.9% | -30.1% |
| 1Y | -18.9% | +102.5% | -121.5% | -32.3% |
| 3Y | +13.8% | +133.5% | -119.7% | -10.3% |
| 5Y | +0.5% | +367.0% | -366.4% | -36.9% |
| All | +282.6% | +384.6% | -102.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling