+16.2%
PFE vs SGI
+78.8%
-62.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.6% |
| 7D | -0.2% | +5.3% | -5.6% | -0.9% |
| 30D | +8.7% | +8.2% | +0.5% | +7.6% |
| 3M | +15.8% | -2.2% | +18.0% | +15.8% |
| 6M | +16.8% | -8.4% | +25.3% | +17.3% |
| YTD | +26.2% | -23.4% | +49.6% | +29.2% |
| 1Y | +29.9% | -14.0% | +43.9% | +30.7% |
| All | +16.2% | +78.8% | -62.6% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling