+259.2%
SGI vs PFG
+247.4%
+11.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.6% |
| 7D | -4.9% | -3.0% | -1.9% | -3.0% |
| 30D | +1.6% | +2.5% | -0.9% | -0.2% |
| 3M | -3.2% | +6.1% | -9.2% | -7.5% |
| 6M | -16.0% | +31.3% | -47.3% | -30.1% |
| YTD | -25.4% | +33.6% | -59.0% | -38.8% |
| 1Y | -21.6% | +48.5% | -70.1% | -40.2% |
| 3Y | +52.9% | +69.6% | -16.8% | +5.0% |
| 5Y | +47.5% | +111.5% | -64.0% | -13.4% |
| All | +259.2% | +247.4% | +11.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling