+253.8%
PH vs SGI
+61.8%
+192.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.4% | +9.3% | -8.9% | -3.0% |
| 30D | -10.8% | +6.9% | -17.7% | -13.2% |
| 3M | +8.5% | +2.8% | +5.6% | +6.3% |
| 6M | +3.9% | -12.6% | +16.5% | +7.8% |
| YTD | +9.4% | -21.5% | +30.9% | +17.7% |
| 1Y | +26.8% | -18.8% | +45.5% | +34.2% |
| 3Y | +140.8% | +60.8% | +80.0% | +93.7% |
| 5Y | +253.8% | +60.0% | +193.8% | +167.3% |
| All | +253.8% | +61.8% | +192.0% | +167.3% |
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