+96.6%
SGI vs PCOR
-10.0%
+106.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +5.3% | +23.7% | -18.4% | -2.1% |
| 30D | +8.2% | +39.0% | -30.8% | -3.2% |
| 3M | -2.2% | +35.8% | -38.0% | -12.3% |
| 6M | -8.4% | +38.2% | -46.7% | -19.6% |
| YTD | -23.4% | +3.9% | -27.4% | -27.1% |
| 1Y | -14.0% | +5.7% | -19.6% | -18.6% |
| 3Y | +78.8% | +44.8% | +34.0% | +43.3% |
| 5Y | +58.6% | -19.8% | +78.4% | +30.5% |
| All | +96.6% | -10.0% | +106.6% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling