+51.7%
PFE vs SGI
+331.5%
-279.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -3.0% | -10.5% | +7.5% | -2.1% |
| 30D | +5.2% | +0.1% | +5.1% | +5.1% |
| 3M | +12.2% | -4.0% | +16.2% | +12.5% |
| 6M | +17.8% | -5.6% | +23.4% | +18.0% |
| YTD | +26.2% | -29.5% | +55.7% | +29.0% |
| 1Y | +23.2% | -31.5% | +54.7% | +26.2% |
| 3Y | +21.3% | +71.6% | -50.3% | +15.4% |
| 5Y | -23.1% | +50.5% | -73.6% | -27.4% |
| All | +51.7% | +331.5% | -279.8% | +33.1% |
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