+3.1%
PEP vs SGI
-29.2%
+32.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.4% |
| 7D | +2.9% | +1.0% | +2.0% | +2.8% |
| 30D | +14.2% | +3.9% | +10.3% | +13.9% |
| 3M | +3.2% | -0.8% | +4.0% | +3.2% |
| 6M | -7.4% | -18.0% | +10.5% | -6.4% |
| YTD | +1.5% | -27.6% | +29.1% | +4.3% |
| All | +3.1% | -29.2% | +32.3% | +5.7% |
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 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