+30.1%
SPGI vs PWR
+241.6%
-211.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +1.6% | -11.2% | +12.8% | +1.6% |
| 30D | +16.1% | -17.4% | +33.5% | +16.4% |
| 3M | +15.5% | -11.7% | +27.2% | +15.5% |
| 6M | +19.6% | -21.7% | +41.3% | +20.3% |
| YTD | -3.6% | +38.3% | -41.9% | -9.2% |
| 1Y | +2.2% | +29.6% | -27.4% | -3.0% |
| 3Y | +30.1% | +236.1% | -206.0% | +0.2% |
| All | +30.1% | +241.6% | -211.4% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling