+246.1%
PWR vs SGI
+72.0%
+174.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.4% |
| 7D | +4.7% | -10.5% | +15.2% | +7.7% |
| 30D | -12.5% | +0.1% | -12.6% | -13.2% |
| 3M | -9.3% | -4.0% | -5.4% | -9.3% |
| 6M | -22.2% | -5.6% | -16.5% | -22.2% |
| YTD | +44.2% | -29.5% | +73.7% | +57.2% |
| 1Y | +35.5% | -31.5% | +67.0% | +49.4% |
| All | +246.1% | +72.0% | +174.2% | +162.9% |
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