+91.9%
SGI vs PCOR
-9.0%
+100.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.8% |
| 7D | -0.2% | +22.2% | -22.4% | -6.9% |
| 30D | +6.6% | +36.0% | -29.5% | -4.0% |
| 3M | +1.8% | +34.0% | -32.2% | -8.3% |
| 6M | -3.9% | +43.5% | -47.4% | -16.5% |
| YTD | -25.2% | +5.1% | -30.4% | -29.1% |
| 1Y | -26.7% | -3.9% | -22.8% | -28.1% |
| 3Y | +86.8% | +52.9% | +33.9% | +46.9% |
| 5Y | +56.6% | -18.7% | +75.3% | +28.4% |
| All | +91.9% | -9.0% | +100.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling