+763.1%
PM vs SGI
+2,907.9%
-2,144.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -4.9% | +8.5% | -13.4% | -5.8% |
| 30D | -3.4% | +0.7% | -4.1% | -3.5% |
| 3M | +5.2% | +0.6% | +4.6% | +4.8% |
| 6M | +3.7% | -17.9% | +21.7% | +5.5% |
| YTD | +15.8% | -21.2% | +36.9% | +18.1% |
| 1Y | +17.4% | -18.9% | +36.2% | +19.1% |
| 3Y | +116.9% | +52.6% | +64.3% | +100.9% |
| 5Y | +117.3% | +60.7% | +56.6% | +95.9% |
| 10Y | +193.8% | +278.1% | -84.4% | +122.1% |
| All | +763.1% | +2,907.9% | -2,144.7% | +332.8% |
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