+270.7%
SGI vs PFG
+244.6%
+26.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | +0.6% | +3.2% | -2.6% | -1.6% |
| 30D | +5.5% | +0.9% | +4.6% | +4.7% |
| 3M | -3.6% | +7.7% | -11.3% | -8.9% |
| 6M | -15.0% | +29.0% | -44.0% | -28.4% |
| YTD | -23.0% | +32.5% | -55.5% | -36.4% |
| 1Y | -18.4% | +47.3% | -65.7% | -37.4% |
| 3Y | +57.8% | +68.2% | -10.5% | +9.0% |
| 5Y | +51.5% | +108.5% | -57.0% | -10.2% |
| All | +270.7% | +244.6% | +26.2% | +46.2% |
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