+80.3%
PEP vs SGI
+413.4%
-333.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.1% |
| 7D | +1.0% | -0.2% | +1.3% | +1.0% |
| 30D | +12.6% | +6.6% | +6.1% | +11.9% |
| 3M | +3.1% | +1.8% | +1.3% | +2.9% |
| 6M | -6.3% | -3.9% | -2.4% | -6.3% |
| YTD | +1.9% | -25.2% | +27.1% | +3.9% |
| 1Y | +3.3% | -26.7% | +30.0% | +5.5% |
| 3Y | -4.8% | +86.8% | -91.6% | -11.3% |
| 5Y | +2.0% | +56.6% | -54.6% | -5.3% |
| 10Y | +80.3% | +384.3% | -304.0% | +54.7% |
| All | +80.3% | +413.4% | -333.1% | +54.7% |
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 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