+338.6%
SPGI vs PWR
+1,887.5%
-1,548.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.7% |
| 7D | -1.4% | +4.7% | -6.1% | -2.8% |
| 30D | +15.3% | -12.5% | +27.8% | +17.9% |
| 3M | +16.5% | -9.3% | +25.8% | +17.5% |
| 6M | +19.8% | -22.2% | +42.0% | +24.5% |
| YTD | -3.2% | +44.2% | -47.4% | -18.4% |
| 1Y | +1.8% | +35.5% | -33.7% | -12.8% |
| 3Y | +30.6% | +250.4% | -219.8% | -25.3% |
| 5Y | +16.0% | +425.6% | -409.6% | -44.9% |
| 10Y | +338.6% | +1,874.2% | -1,535.6% | +10.6% |
| All | +338.6% | +1,887.5% | -1,548.9% | +10.6% |
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