+454.9%
PBR vs SGI
+41.4%
+413.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.0% | -5.3% | +4.3% | -0.7% |
| 30D | -29.3% | -2.1% | -27.2% | -29.3% |
| 3M | +5.5% | -8.2% | +13.7% | +6.0% |
| 6M | -2.9% | -4.6% | +1.7% | -3.4% |
| YTD | +61.5% | -31.5% | +92.9% | +65.9% |
| 1Y | +46.9% | -30.8% | +77.7% | +50.5% |
| 3Y | +66.4% | +67.2% | -0.8% | +50.6% |
| All | +454.9% | +41.4% | +413.5% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling