+102.4%
SGI vs PCOR
-30.9%
+133.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.9% |
| 7D | +8.5% | -9.0% | +17.5% | +11.8% |
| 30D | +0.7% | +4.2% | -3.5% | -1.0% |
| 3M | +0.6% | +14.4% | -13.8% | -4.9% |
| 6M | -17.9% | +0.2% | -18.1% | -20.4% |
| YTD | -21.2% | -20.3% | -0.9% | -17.7% |
| 1Y | -18.9% | -16.1% | -2.7% | -17.2% |
| 3Y | +52.6% | -14.7% | +67.3% | +47.4% |
| 5Y | +60.7% | -43.2% | +103.9% | +46.4% |
| All | +102.4% | -30.9% | +133.3% | +84.4% |
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