+812.6%
PH vs SGI
+263.3%
+549.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -10.3% | +5.5% | -15.8% | -12.1% |
| 3M | +5.1% | -3.6% | +8.7% | +5.5% |
| 6M | +2.3% | -15.0% | +17.3% | +6.6% |
| YTD | +8.7% | -23.0% | +31.7% | +16.7% |
| 1Y | +26.8% | -18.4% | +45.2% | +33.2% |
| 3Y | +139.2% | +57.8% | +81.4% | +97.7% |
| 5Y | +251.1% | +51.5% | +199.6% | +182.4% |
| 10Y | +812.6% | +275.2% | +537.4% | +365.5% |
| All | +812.6% | +263.3% | +549.3% | +365.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling