+69.5%
PR vs SGI
-17.2%
+86.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | +2.9% | +8.5% | -5.6% | +4.1% |
| 30D | +18.0% | +0.7% | +17.4% | +18.3% |
| 3M | +16.9% | +0.6% | +16.3% | +17.1% |
| 6M | +28.2% | -17.9% | +46.2% | +32.3% |
| YTD | +69.3% | -21.2% | +90.5% | +75.9% |
| 1Y | +69.5% | -18.9% | +88.4% | +67.0% |
| All | +69.5% | -17.2% | +86.7% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling