-19.5%
PCG vs SGI
-23.3%
+3.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.6% |
| 30D | +1.4% | +3.9% | -2.5% | +1.2% |
| 3M | -23.4% | -0.8% | -22.6% | -23.2% |
| 6M | -19.4% | -18.0% | -1.4% | -17.7% |
| YTD | -18.5% | -27.6% | +9.1% | -16.0% |
| 1Y | -19.5% | -27.2% | +7.7% | -17.6% |
| All | -19.5% | -23.3% | +3.8% | -17.6% |
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