+333.9%
SGI vs PFG
+189.4%
+144.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.3% |
| 7D | -10.5% | -2.2% | -8.3% | -9.1% |
| 30D | +0.1% | +6.4% | -6.2% | -3.6% |
| 3M | -4.0% | +2.2% | -6.2% | -5.6% |
| 6M | -5.6% | +16.3% | -21.9% | -15.2% |
| YTD | -29.5% | +33.2% | -62.7% | -42.1% |
| 1Y | -31.5% | +40.6% | -72.1% | -45.8% |
| 3Y | +71.6% | +83.3% | -11.7% | +12.1% |
| 5Y | +50.5% | +97.7% | -47.2% | -7.6% |
| 10Y | +333.9% | +189.9% | +144.0% | +66.9% |
| All | +333.9% | +189.4% | +144.5% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling