+3,454.0%
PH vs SGI
+1,862.0%
+1,592.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +2.3% |
| 7D | +2.1% | -3.9% | +6.1% | +2.9% |
| 30D | +0.3% | +0.9% | -0.7% | -0.5% |
| 3M | -8.8% | -2.9% | -5.9% | -8.9% |
| 6M | +10.0% | -9.0% | +19.0% | +11.2% |
| YTD | +10.5% | -29.2% | +39.7% | +18.7% |
| 1Y | +15.5% | -32.3% | +47.8% | +25.5% |
| 3Y | +136.4% | +72.4% | +64.0% | +99.9% |
| 5Y | +213.6% | +50.6% | +163.0% | +166.2% |
| 10Y | +713.9% | +335.2% | +378.7% | +386.9% |
| All | +3,454.0% | +1,862.0% | +1,592.0% | +1,021.6% |
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