+21.1%
PFE vs SGI
-19.6%
+40.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.7% | +9.3% | -11.9% | -3.5% |
| 30D | +3.8% | +6.9% | -3.0% | +3.1% |
| 3M | +10.4% | +2.8% | +7.5% | +9.5% |
| 6M | +6.3% | -12.6% | +18.9% | +7.0% |
| YTD | +17.4% | -21.5% | +38.9% | +19.3% |
| 1Y | +21.1% | -18.8% | +39.9% | +24.3% |
| All | +21.1% | -19.6% | +40.8% | +24.3% |
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