-6.8%
PEG vs SGI
-17.2%
+10.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +0.7% | +8.5% | -7.8% | 0.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -4.8% | +0.6% | -5.4% | -5.0% |
| 6M | -10.7% | -17.9% | +7.3% | -9.6% |
| YTD | -6.7% | -21.2% | +14.5% | -5.7% |
| 1Y | -6.8% | -18.9% | +12.0% | -7.7% |
| All | -6.8% | -17.2% | +10.3% | -7.7% |
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 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