+338.6%
SPGI vs PSX
+364.5%
-26.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -0.8% | +6.4% | -7.2% | -2.2% |
| 30D | +14.3% | -10.2% | +24.5% | +16.7% |
| 3M | +14.5% | +17.2% | -2.7% | +9.9% |
| 6M | +17.3% | +51.8% | -34.5% | +5.8% |
| YTD | -4.6% | +108.0% | -112.6% | -20.7% |
| 1Y | +0.8% | +96.1% | -95.4% | -15.2% |
| 3Y | +28.8% | +155.9% | -127.1% | -0.9% |
| 5Y | +14.0% | +306.9% | -293.0% | -25.1% |
| All | +338.6% | +364.5% | -26.0% | +146.6% |
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