+167.5%
PEG vs SGI
+319.5%
-152.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.5% | -5.3% | +9.8% | +5.3% |
| 30D | +7.5% | -2.1% | +9.6% | +7.7% |
| 3M | +0.8% | -8.2% | +9.0% | +1.8% |
| 6M | 0.0% | -4.6% | +4.6% | +0.1% |
| YTD | -3.0% | -31.5% | +28.4% | +1.1% |
| 1Y | -4.7% | -30.8% | +26.1% | -0.9% |
| 3Y | +36.5% | +67.2% | -30.7% | +23.9% |
| 5Y | +44.4% | +42.5% | +1.9% | +30.5% |
| All | +167.5% | +319.5% | -152.0% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling