-2.9%
PBR vs SGI
-6.1%
+3.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.4% |
| 7D | -1.0% | -5.3% | +4.3% | -2.2% |
| 30D | -29.3% | -2.1% | -27.2% | -29.1% |
| 3M | +5.5% | -8.2% | +13.7% | +3.6% |
| 6M | -2.9% | -4.6% | +1.7% | -5.7% |
| All | -2.9% | -6.1% | +3.2% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling