+72.9%
PBR vs SGI
-10.7%
+83.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.8% | -13.8% | -5.8% |
| 7D | -11.0% | +12.1% | -23.0% | -9.3% |
| 30D | -18.8% | +12.1% | -30.8% | -17.1% |
| 3M | +7.8% | +0.4% | +7.4% | +8.1% |
| 6M | -7.6% | -4.0% | -3.6% | -7.1% |
| YTD | +72.7% | -21.2% | +93.9% | +72.6% |
| 1Y | +72.9% | -12.1% | +85.0% | +73.2% |
| All | +72.9% | -10.7% | +83.7% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling