+12.4%
SPGI vs PSX
+289.8%
-277.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.3% |
| 7D | -0.9% | -8.0% | +7.1% | +0.1% |
| 30D | +15.5% | -9.0% | +24.6% | +16.6% |
| 3M | +15.7% | +24.7% | -9.1% | +12.0% |
| 6M | +19.1% | +49.3% | -30.3% | +12.4% |
| YTD | -4.1% | +100.2% | -104.2% | -13.7% |
| 1Y | +1.2% | +88.8% | -87.6% | -8.2% |
| 3Y | +31.6% | +152.5% | -120.9% | +12.4% |
| 5Y | +12.4% | +283.2% | -270.8% | -7.4% |
| All | +12.4% | +289.8% | -277.4% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling