+76.0%
SGI vs PCOR
+43.8%
+32.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +1.0% | +22.7% | -21.8% | -4.8% |
| 30D | +3.9% | +37.5% | -33.6% | -5.0% |
| 3M | -0.8% | +35.2% | -36.0% | -9.3% |
| 6M | -18.0% | +42.2% | -60.2% | -26.6% |
| YTD | -27.6% | +3.6% | -31.2% | -29.2% |
| 1Y | -27.2% | -4.8% | -22.5% | -26.6% |
| 3Y | +76.0% | +48.3% | +27.6% | +28.8% |
| All | +76.0% | +43.8% | +32.2% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling