+60.0%
SGI vs PFG
+110.7%
-50.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | +9.3% | +6.0% | +3.3% | +5.0% |
| 30D | +6.9% | +2.2% | +4.7% | +5.1% |
| 3M | +2.8% | +10.4% | -7.5% | -4.5% |
| 6M | -12.6% | +27.8% | -40.4% | -26.3% |
| YTD | -21.5% | +33.6% | -55.2% | -36.0% |
| 1Y | -18.8% | +49.3% | -68.0% | -38.7% |
| 3Y | +60.8% | +69.7% | -8.9% | +8.6% |
| 5Y | +60.0% | +111.3% | -51.3% | -5.9% |
| All | +60.0% | +110.7% | -50.7% | -5.9% |
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 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