-5.1%
PCG vs SGI
-17.2%
+12.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -13.9% | +8.5% | -22.4% | -14.2% |
| 30D | -16.9% | +0.7% | -17.5% | -16.6% |
| 3M | -14.7% | +0.6% | -15.3% | -14.6% |
| 6M | -23.8% | -17.9% | -5.9% | -22.0% |
| YTD | -10.5% | -21.2% | +10.7% | -8.1% |
| 1Y | -5.1% | -18.9% | +13.7% | -1.4% |
| All | -5.1% | -17.2% | +12.0% | -1.4% |
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 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