+1,377.1%
PBR vs SGI
+2,073.9%
-696.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | +2.5% | +9.3% | -6.8% | -0.1% |
| 30D | +19.4% | +6.9% | +12.5% | +17.0% |
| 3M | +20.8% | +2.8% | +17.9% | +18.5% |
| 6M | +23.5% | -12.6% | +36.1% | +25.1% |
| YTD | +83.4% | -21.5% | +104.9% | +90.5% |
| 1Y | +77.6% | -18.8% | +96.3% | +81.5% |
| 3Y | +99.9% | +60.8% | +39.0% | +63.3% |
| 5Y | +567.7% | +60.0% | +507.7% | +416.0% |
| 10Y | +621.5% | +267.8% | +353.7% | +286.7% |
| All | +1,377.1% | +2,073.9% | -696.8% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling