+147.8%
PR vs SGI
+380.7%
-232.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.8% |
| 7D | -16.5% | +5.3% | -21.9% | -18.5% |
| 30D | -4.5% | +8.2% | -12.7% | -8.1% |
| 3M | +8.5% | -2.2% | +10.7% | +7.8% |
| 6M | -3.3% | -8.4% | +5.1% | -3.5% |
| YTD | +55.7% | -23.4% | +79.1% | +63.9% |
| 1Y | +82.0% | -14.0% | +96.0% | +81.5% |
| 3Y | +62.5% | +78.8% | -16.3% | +15.8% |
| 5Y | +223.9% | +58.6% | +165.3% | +128.1% |
| 10Y | +64.2% | +427.8% | -363.6% | -34.8% |
| All | +147.8% | +380.7% | -232.9% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling