+34.4%
PEG vs SGI
+56.1%
-21.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -2.6% | +5.5% | -8.2% | -3.4% |
| 3M | -7.6% | -3.6% | -4.0% | -7.4% |
| 6M | -12.2% | -15.0% | +2.9% | -10.8% |
| YTD | -8.1% | -23.0% | +15.0% | -5.6% |
| 1Y | -7.0% | -18.4% | +11.4% | -5.5% |
| 3Y | +30.6% | +57.8% | -27.2% | +20.0% |
| 5Y | +34.4% | +51.5% | -17.1% | +16.3% |
| All | +34.4% | +56.1% | -21.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling