+79.3%
PR vs SGI
+54.7%
+24.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.9% | +8.5% | -5.6% | +1.6% |
| 30D | +18.0% | +0.7% | +17.4% | +17.8% |
| 3M | +16.9% | +0.6% | +16.3% | +15.8% |
| 6M | +28.2% | -17.9% | +46.2% | +33.2% |
| YTD | +69.3% | -21.2% | +90.5% | +77.3% |
| 1Y | +69.5% | -18.9% | +88.4% | +74.7% |
| All | +79.3% | +54.7% | +24.7% | +51.2% |
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