+60.2%
PPL vs SGI
+390.8%
-330.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.2% |
| 7D | +0.4% | +1.0% | -0.5% | +0.2% |
| 30D | +5.4% | +3.9% | +1.5% | +4.8% |
| 3M | +4.3% | -0.8% | +5.1% | +4.2% |
| 6M | -1.3% | -18.0% | +16.6% | +0.7% |
| YTD | +4.7% | -27.6% | +32.3% | +8.2% |
| 1Y | +1.3% | -27.2% | +28.5% | +4.5% |
| 3Y | +57.2% | +76.0% | -18.8% | +41.7% |
| 5Y | +48.2% | +50.0% | -1.7% | +32.9% |
| All | +60.2% | +390.8% | -330.5% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling