+5.1%
SPGI vs PSX
+349.1%
-344.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | -2.5% | +2.8% | -5.3% | -2.8% |
| 30D | +5.4% | +27.8% | -22.3% | +2.3% |
| 3M | +9.0% | +42.0% | -33.0% | +4.4% |
| 6M | +0.8% | +58.1% | -57.3% | -5.0% |
| YTD | -12.6% | +105.0% | -117.6% | -20.6% |
| 1Y | -16.1% | +104.9% | -121.0% | -23.9% |
| 3Y | +19.0% | +134.1% | -115.1% | +4.3% |
| 5Y | +5.1% | +363.8% | -358.8% | -10.7% |
| All | +5.1% | +349.1% | -344.1% | -10.7% |
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