+84.5%
PR vs SGI
+319.5%
-235.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +6.0% | -5.3% | +11.3% | +8.1% |
| 30D | -4.2% | -2.1% | -2.1% | -4.6% |
| 3M | +10.0% | -8.2% | +18.1% | +11.8% |
| 6M | +15.6% | -4.6% | +20.2% | +12.9% |
| YTD | +68.2% | -31.5% | +99.6% | +85.0% |
| 1Y | +79.2% | -30.8% | +110.0% | +95.8% |
| 3Y | +94.9% | +67.2% | +27.7% | +37.5% |
| 5Y | +272.8% | +42.5% | +230.3% | +164.0% |
| All | +84.5% | +319.5% | -235.1% | -28.1% |
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