+843.8%
PM vs SGI
+2,662.5%
-1,818.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.2% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | +2.7% | +3.9% | -1.2% | +2.2% |
| 3M | +6.1% | -0.8% | +7.0% | +6.0% |
| 6M | +18.0% | -18.0% | +36.0% | +20.1% |
| YTD | +26.6% | -27.6% | +54.2% | +30.2% |
| 1Y | +36.7% | -27.2% | +63.9% | +40.4% |
| 3Y | +146.0% | +76.0% | +70.0% | +123.7% |
| 5Y | +164.1% | +50.0% | +114.1% | +139.7% |
| 10Y | +238.8% | +399.1% | -160.3% | +149.0% |
| All | +843.8% | +2,662.5% | -1,818.7% | +377.3% |
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 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