+41.4%
SGI vs PCOR
-11.9%
+53.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.3% | +3.0% | -8.4% | -6.3% |
| 30D | -2.1% | +38.7% | -40.7% | -12.9% |
| 3M | -8.2% | +24.9% | -33.0% | -15.8% |
| 6M | -4.6% | +68.8% | -73.3% | -22.7% |
| YTD | -31.5% | +6.7% | -38.2% | -35.5% |
| 1Y | -30.8% | +3.0% | -33.8% | -34.0% |
| 3Y | +67.2% | +48.6% | +18.6% | +29.5% |
| All | +41.4% | -11.9% | +53.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling