+60.8%
SGI vs PFG
+71.3%
-10.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | +9.3% | +6.0% | +3.3% | +5.4% |
| 30D | +6.9% | +2.2% | +4.7% | +5.3% |
| 3M | +2.8% | +10.4% | -7.5% | -4.0% |
| 6M | -12.6% | +27.8% | -40.4% | -25.5% |
| YTD | -21.5% | +33.6% | -55.2% | -35.0% |
| 1Y | -18.8% | +49.3% | -68.0% | -37.3% |
| 3Y | +60.8% | +69.7% | -8.9% | +19.0% |
| All | +60.8% | +71.3% | -10.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling