+56.6%
SGI vs PFG
+101.8%
-45.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.8% | +0.5% |
| 7D | -0.2% | +2.3% | -2.5% | -1.6% |
| 30D | +6.6% | +7.6% | -1.0% | +1.7% |
| 3M | +1.8% | +2.5% | -0.7% | -0.1% |
| 6M | -3.9% | +16.6% | -20.5% | -14.3% |
| YTD | -25.2% | +34.1% | -59.3% | -39.4% |
| 1Y | -26.7% | +44.1% | -70.8% | -43.5% |
| 3Y | +86.8% | +86.3% | +0.5% | +16.9% |
| 5Y | +56.6% | +101.6% | -44.9% | -10.1% |
| All | +56.6% | +101.8% | -45.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling