+334.3%
SPGI vs PWR
+1,915.1%
-1,580.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.6% | -1.6% |
| 7D | -0.9% | -4.8% | +3.9% | -0.4% |
| 30D | +15.5% | -16.2% | +31.7% | +19.5% |
| 3M | +15.7% | -11.9% | +27.6% | +17.5% |
| 6M | +19.1% | -20.6% | +39.6% | +22.7% |
| YTD | -4.1% | +40.3% | -44.3% | -18.5% |
| 1Y | +1.2% | +33.0% | -31.8% | -12.9% |
| 3Y | +31.6% | +250.0% | -218.4% | -25.0% |
| 5Y | +12.4% | +404.2% | -391.7% | -45.9% |
| 10Y | +334.3% | +1,865.8% | -1,531.6% | +10.2% |
| All | +334.3% | +1,915.1% | -1,580.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling