-20.7%
PFE vs SGI
+60.4%
-81.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +1.8% | +8.5% | -6.8% | +0.9% |
| 30D | +10.2% | +0.7% | +9.6% | +10.1% |
| 3M | +12.7% | +0.6% | +12.1% | +12.3% |
| 6M | +10.5% | -17.9% | +28.5% | +12.1% |
| YTD | +20.2% | -21.2% | +41.3% | +22.2% |
| 1Y | +24.1% | -18.9% | +42.9% | +25.7% |
| 3Y | -3.6% | +52.6% | -56.2% | -8.2% |
| All | -20.7% | +60.4% | -81.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling