+1,081.4%
SPGI vs PSX
+1,139.4%
-58.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | +4.5% | -4.4% | -1.0% |
| 30D | +8.4% | +26.6% | -18.2% | +2.1% |
| 3M | +11.8% | +39.3% | -27.4% | +2.6% |
| 6M | +5.7% | +56.8% | -51.1% | -6.4% |
| YTD | -9.7% | +101.8% | -111.5% | -25.4% |
| 1Y | -12.5% | +99.6% | -112.1% | -27.7% |
| 3Y | +21.8% | +140.3% | -118.5% | -6.6% |
| 5Y | +8.2% | +339.3% | -331.2% | -33.1% |
| 10Y | +309.5% | +369.9% | -60.3% | +121.0% |
| All | +1,081.4% | +1,139.4% | -58.0% | +419.5% |
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