+76.2%
PBR vs SGI
-21.7%
+97.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +1.7% |
| 7D | +4.2% | -4.9% | +9.1% | +3.5% |
| 30D | +22.7% | +1.6% | +21.1% | +23.0% |
| 3M | +21.5% | -3.2% | +24.7% | +20.8% |
| 6M | +24.0% | -16.0% | +40.0% | +22.5% |
| YTD | +88.2% | -25.4% | +113.7% | +86.0% |
| All | +76.2% | -21.7% | +97.9% | +72.9% |
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