+334.0%
SPGI vs PSX
+342.3%
-8.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.6% | -7.8% | +9.4% | +3.3% |
| 30D | +16.1% | -9.9% | +26.0% | +18.4% |
| 3M | +15.5% | +16.9% | -1.5% | +10.8% |
| 6M | +19.6% | +48.0% | -28.3% | +8.6% |
| YTD | -3.6% | +98.3% | -101.9% | -19.0% |
| 1Y | +2.2% | +86.2% | -83.9% | -13.0% |
| 3Y | +30.1% | +144.0% | -113.9% | +1.3% |
| 5Y | +14.9% | +287.7% | -272.8% | -23.6% |
| 10Y | +334.0% | +338.3% | -4.3% | +148.3% |
| All | +334.0% | +342.3% | -8.3% | +148.3% |
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