+434.6%
PG vs SGI
+2,032.3%
-1,597.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | -2.6% | +5.5% | -8.1% | -3.0% |
| 3M | -3.3% | -3.6% | +0.3% | -3.2% |
| 6M | -6.7% | -15.0% | +8.3% | -5.8% |
| YTD | +1.7% | -23.0% | +24.8% | +3.4% |
| 1Y | -7.9% | -18.4% | +10.5% | -7.0% |
| 3Y | +0.9% | +57.8% | -56.8% | -3.8% |
| 5Y | +12.6% | +51.5% | -38.8% | +6.2% |
| 10Y | +117.2% | +275.2% | -158.0% | +82.9% |
| All | +434.6% | +2,032.3% | -1,597.7% | +231.5% |
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