+69.9%
PR vs SGI
+78.8%
-8.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -4.5% |
| 7D | -16.5% | +5.3% | -21.9% | -17.2% |
| 30D | -4.5% | +8.2% | -12.7% | -5.8% |
| 3M | +8.5% | -2.2% | +10.7% | +8.6% |
| 6M | -3.3% | -8.4% | +5.1% | -2.6% |
| YTD | +55.7% | -23.4% | +79.1% | +64.6% |
| 1Y | +82.0% | -14.0% | +96.0% | +82.3% |
| All | +69.9% | +78.8% | -8.9% | +25.4% |
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