+15.8%
PSA vs SGI
+59.2%
-43.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | +9.3% | -9.7% | -2.3% |
| 30D | -8.2% | +6.9% | -15.0% | -9.5% |
| 3M | -2.1% | +2.8% | -5.0% | -3.1% |
| 6M | -0.2% | -12.6% | +12.4% | +1.8% |
| YTD | +18.5% | -21.5% | +40.0% | +23.3% |
| 1Y | +6.6% | -18.8% | +25.3% | +9.7% |
| 3Y | +24.5% | +60.8% | -36.4% | +9.3% |
| All | +15.8% | +59.2% | -43.4% | -2.2% |
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 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