-20.0%
PCG vs SGI
+66.8%
-86.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -2.0% | -10.7% | +8.7% | -0.5% |
| 30D | -2.7% | -3.6% | +0.9% | -2.4% |
| 3M | -25.1% | -5.4% | -19.7% | -24.7% |
| 6M | -22.3% | -7.0% | -15.3% | -22.1% |
| YTD | -18.5% | -31.6% | +13.1% | -14.2% |
| 1Y | -21.8% | -33.5% | +11.7% | -17.3% |
| All | -20.0% | +66.8% | -86.9% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling