+308.7%
SPGI vs PWR
+2,334.2%
-2,025.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +0.1% | +3.6% | -3.5% | -0.8% |
| 30D | +8.4% | -8.6% | +17.0% | +10.7% |
| 3M | +11.8% | -13.2% | +25.0% | +14.6% |
| 6M | +5.7% | +9.9% | -4.2% | -0.5% |
| YTD | -9.7% | +48.0% | -57.7% | -23.3% |
| 1Y | -12.5% | +66.2% | -78.6% | -29.3% |
| 3Y | +21.8% | +195.1% | -173.3% | -24.2% |
| 5Y | +8.2% | +442.6% | -434.4% | -48.4% |
| All | +308.7% | +2,334.2% | -2,025.6% | -6.7% |
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