+58.1%
PPL vs SGI
+78.8%
-20.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | +1.0% | +5.3% | -4.3% | +0.4% |
| 30D | +6.8% | +8.2% | -1.4% | +5.9% |
| 3M | +3.9% | -2.2% | +6.1% | +3.9% |
| 6M | -2.0% | -8.4% | +6.4% | -1.6% |
| YTD | +5.3% | -23.4% | +28.7% | +7.5% |
| 1Y | +2.2% | -14.0% | +16.2% | +2.8% |
| All | +58.1% | +78.8% | -20.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling