+1,165.6%
SPGI vs PSX
+1,156.9%
+8.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +15.3% | -8.1% | +23.4% | +17.3% |
| 3M | +16.5% | +15.9% | +0.6% | +11.7% |
| 6M | +19.8% | +49.4% | -29.5% | +7.5% |
| YTD | -3.2% | +104.7% | -107.9% | -20.7% |
| 1Y | +1.8% | +89.1% | -87.3% | -15.0% |
| 3Y | +30.6% | +151.7% | -121.2% | -1.4% |
| 5Y | +16.0% | +298.3% | -282.3% | -25.9% |
| 10Y | +338.6% | +357.1% | -18.5% | +138.0% |
| All | +1,165.6% | +1,156.9% | +8.7% | +451.9% |
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