+556.1%
PBR vs SGI
+56.1%
+500.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +17.5% | +5.5% | +12.0% | +17.0% |
| 3M | +20.9% | -3.6% | +24.5% | +20.8% |
| 6M | +20.2% | -15.0% | +35.3% | +21.4% |
| YTD | +84.3% | -23.0% | +107.3% | +88.0% |
| 1Y | +77.1% | -18.4% | +95.5% | +78.8% |
| 3Y | +100.8% | +57.8% | +43.1% | +84.0% |
| 5Y | +556.1% | +51.5% | +504.7% | +506.4% |
| All | +556.1% | +56.1% | +500.0% | +506.4% |
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