+861.0%
PM vs SGI
+2,821.8%
-1,960.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.3% |
| 7D | -3.4% | +5.3% | -8.7% | -4.0% |
| 30D | +5.8% | +8.2% | -2.3% | +4.8% |
| 3M | +7.6% | -2.2% | +9.8% | +7.6% |
| 6M | +20.9% | -8.4% | +29.3% | +21.4% |
| YTD | +28.9% | -23.4% | +52.3% | +31.7% |
| 1Y | +40.6% | -14.0% | +54.6% | +41.5% |
| 3Y | +149.0% | +78.8% | +70.2% | +126.1% |
| 5Y | +168.9% | +58.6% | +110.3% | +142.5% |
| 10Y | +245.0% | +427.8% | -182.8% | +152.0% |
| All | +861.0% | +2,821.8% | -1,960.8% | +382.9% |
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