-0.6%
PEP vs SGI
-20.0%
+19.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | +0.3% | +5.5% | -5.2% | 0.0% |
| 3M | -3.2% | -3.6% | +0.4% | -3.3% |
| 6M | -13.6% | -15.0% | +1.5% | -13.2% |
| YTD | -1.9% | -23.0% | +21.2% | -0.9% |
| 1Y | -0.6% | -18.4% | +17.8% | +0.8% |
| All | -0.6% | -20.0% | +19.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling