+724.6%
PEG vs SGI
+1,798.9%
-1,074.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.5% | -5.3% | +9.8% | +5.2% |
| 30D | +7.5% | -2.1% | +9.6% | +7.7% |
| 3M | +0.8% | -8.2% | +9.0% | +1.7% |
| 6M | 0.0% | -4.6% | +4.6% | +0.1% |
| YTD | -3.0% | -31.5% | +28.4% | +0.6% |
| 1Y | -4.7% | -30.8% | +26.1% | -1.4% |
| 3Y | +36.5% | +67.2% | -30.7% | +25.7% |
| 5Y | +44.4% | +42.5% | +1.9% | +32.6% |
| 10Y | +170.2% | +321.9% | -151.7% | +104.3% |
| All | +724.6% | +1,798.9% | -1,074.3% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling