+415.3%
PR vs SGI
+60.4%
+354.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.9% | +8.5% | -5.6% | +0.9% |
| 30D | +18.0% | +0.7% | +17.4% | +17.5% |
| 3M | +16.9% | +0.6% | +16.3% | +15.4% |
| 6M | +28.2% | -17.9% | +46.2% | +32.6% |
| YTD | +69.3% | -21.2% | +90.5% | +76.7% |
| 1Y | +69.5% | -18.9% | +88.4% | +74.3% |
| 3Y | +81.7% | +52.6% | +29.1% | +50.3% |
| All | +415.3% | +60.4% | +354.9% | +351.7% |
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