+1,154.9%
SPGI vs PSX
+1,129.4%
+25.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | 0.0% |
| 7D | -0.9% | -8.0% | +7.1% | +1.1% |
| 30D | +15.5% | -9.0% | +24.6% | +17.9% |
| 3M | +15.7% | +24.7% | -9.1% | +8.8% |
| 6M | +19.1% | +49.3% | -30.3% | +6.8% |
| YTD | -4.1% | +100.2% | -104.2% | -20.9% |
| 1Y | +1.2% | +88.8% | -87.6% | -15.5% |
| 3Y | +31.6% | +152.5% | -120.9% | -0.8% |
| 5Y | +12.4% | +283.2% | -270.8% | -27.4% |
| 10Y | +334.3% | +345.8% | -11.5% | +137.2% |
| All | +1,154.9% | +1,129.4% | +25.5% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling