+366.3%
PPL vs SGI
+2,083.6%
-1,717.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | +8.5% | -5.9% | +1.6% |
| 30D | +0.5% | +0.7% | -0.2% | +0.3% |
| 3M | +0.7% | +0.6% | +0.1% | +0.4% |
| 6M | -7.6% | -17.9% | +10.3% | -6.0% |
| YTD | +1.8% | -21.2% | +23.0% | +3.9% |
| 1Y | -0.8% | -18.9% | +18.1% | +0.8% |
| 3Y | +56.9% | +52.6% | +4.2% | +46.1% |
| 5Y | +39.5% | +60.7% | -21.2% | +26.4% |
| 10Y | +55.4% | +278.1% | -222.7% | +19.2% |
| All | +366.3% | +2,083.6% | -1,717.3% | +139.0% |
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