+468.4%
PEP vs SGI
+1,905.4%
-1,437.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.5% |
| 7D | +2.9% | +1.0% | +2.0% | +2.8% |
| 30D | +14.2% | +3.9% | +10.3% | +13.8% |
| 3M | +3.2% | -0.8% | +4.0% | +3.2% |
| 6M | -7.4% | -18.0% | +10.5% | -6.2% |
| YTD | +1.5% | -27.6% | +29.1% | +3.7% |
| 1Y | +3.9% | -27.2% | +31.1% | +6.0% |
| 3Y | -5.5% | +76.0% | -81.5% | -11.1% |
| 5Y | +0.1% | +50.0% | -49.8% | -6.1% |
| 10Y | +82.1% | +399.1% | -317.0% | +47.7% |
| All | +468.4% | +1,905.4% | -1,437.0% | +257.7% |
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 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