+3,279.5%
PH vs SGI
+1,905.4%
+1,374.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.3% | +4.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -3.7% | +3.9% | -7.6% | -5.1% |
| 3M | -14.0% | -0.8% | -13.2% | -14.5% |
| 6M | +2.1% | -18.0% | +20.1% | +6.0% |
| YTD | +5.1% | -27.6% | +32.7% | +12.3% |
| 1Y | +10.9% | -27.2% | +38.2% | +18.3% |
| 3Y | +132.9% | +76.0% | +57.0% | +96.0% |
| 5Y | +200.1% | +50.0% | +150.1% | +155.0% |
| 10Y | +783.8% | +399.1% | +384.7% | +413.1% |
| All | +3,279.5% | +1,905.4% | +1,374.1% | +960.9% |
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