+246.4%
PR vs SGI
+48.6%
+197.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +2.0% |
| 7D | -9.5% | -3.9% | -5.6% | -9.0% |
| 30D | -5.7% | +0.9% | -6.6% | -6.5% |
| 3M | +3.0% | -2.9% | +5.9% | +2.7% |
| 6M | +11.8% | -9.0% | +20.8% | +11.7% |
| YTD | +58.5% | -29.2% | +87.7% | +68.2% |
| 1Y | +69.9% | -32.3% | +102.1% | +82.5% |
| 3Y | +84.9% | +72.4% | +12.5% | +46.5% |
| 5Y | +246.4% | +50.6% | +195.8% | +205.8% |
| All | +246.4% | +48.6% | +197.8% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling