+133.0%
PFE vs SGI
+1,905.4%
-1,772.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | -1.1% |
| 7D | -3.7% | +1.0% | -4.7% | -3.8% |
| 30D | +5.0% | +3.9% | +1.1% | +4.5% |
| 3M | +12.2% | -0.8% | +13.0% | +12.1% |
| 6M | +14.6% | -18.0% | +32.5% | +16.5% |
| YTD | +24.1% | -27.6% | +51.7% | +27.5% |
| 1Y | +26.6% | -27.2% | +53.8% | +29.9% |
| 3Y | +14.3% | +76.0% | -61.7% | +5.8% |
| 5Y | -21.9% | +50.0% | -71.9% | -28.0% |
| 10Y | +62.6% | +399.1% | -336.4% | +22.7% |
| All | +133.0% | +1,905.4% | -1,772.4% | +20.7% |
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