+455.3%
PL vs SGI
+69.1%
+386.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -5.5% | +15.8% | +13.3% |
| 7D | -6.8% | +1.0% | -7.8% | -8.3% |
| 30D | -29.3% | +3.9% | -33.2% | -31.9% |
| 3M | -44.8% | -0.8% | -43.9% | -45.6% |
| 6M | -68.4% | -18.0% | -50.4% | -65.3% |
| YTD | -36.4% | -27.6% | -8.8% | -26.5% |
| 1Y | +0.7% | -27.2% | +28.0% | +16.3% |
| 3Y | +455.3% | +76.0% | +379.3% | +176.7% |
| All | +455.3% | +69.1% | +386.2% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling