+331.8%
SPGI vs PWR
+1,832.8%
-1,501.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.2% | -2.5% |
| 7D | +0.3% | -12.9% | +13.1% | +3.0% |
| 30D | +18.4% | -22.8% | +41.2% | +25.0% |
| 3M | +15.7% | -19.0% | +34.7% | +20.0% |
| 6M | +17.3% | -31.1% | +48.4% | +25.5% |
| YTD | -4.7% | +28.2% | -33.0% | -17.2% |
| 1Y | +1.8% | +22.2% | -20.4% | -10.5% |
| 3Y | +31.7% | +222.1% | -190.4% | -23.2% |
| 5Y | +12.1% | +364.1% | -352.0% | -44.8% |
| All | +331.8% | +1,832.8% | -1,501.0% | +13.9% |
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