+83.0%
PL vs SGI
+83.4%
-0.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -9.3% | +8.5% | -17.9% | -13.1% |
| 30D | -18.9% | +0.7% | -19.6% | -19.6% |
| 3M | -58.4% | +0.6% | -59.0% | -58.9% |
| 6M | -30.3% | -17.9% | -12.4% | -24.7% |
| YTD | -8.1% | -21.2% | +13.1% | +0.1% |
| 1Y | +180.5% | -18.9% | +199.4% | +198.6% |
| 3Y | +444.1% | +52.6% | +391.5% | +317.6% |
| 5Y | +83.0% | +60.7% | +22.3% | +14.2% |
| All | +83.0% | +83.4% | -0.3% | +13.9% |
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