+91.3%
PEP vs SGI
+318.6%
-227.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -0.3% | -10.7% | +10.4% | +0.7% |
| 30D | +11.8% | -3.6% | +15.3% | +12.0% |
| 3M | +3.7% | -5.4% | +9.1% | +4.1% |
| 6M | -4.3% | -7.0% | +2.7% | -4.0% |
| YTD | +2.1% | -31.6% | +33.8% | +5.0% |
| 1Y | +2.5% | -33.5% | +36.0% | +5.6% |
| 3Y | -5.0% | +66.5% | -71.5% | -10.7% |
| 5Y | +2.9% | +42.2% | -39.3% | -3.8% |
| All | +91.3% | +318.6% | -227.3% | +61.1% |
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