+275.2%
SGI vs PFGC
+287.3%
-12.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | +0.6% | -3.7% | +4.3% | +2.6% |
| 30D | +5.5% | -16.0% | +21.5% | +15.0% |
| 3M | -3.6% | -4.1% | +0.5% | -2.0% |
| 6M | -15.0% | +8.7% | -23.7% | -19.0% |
| YTD | -23.0% | +6.4% | -29.4% | -26.6% |
| 1Y | -18.4% | -8.4% | -10.0% | -16.3% |
| 3Y | +57.8% | +61.8% | -4.0% | +18.6% |
| 5Y | +51.5% | +108.7% | -57.3% | -2.6% |
| 10Y | +275.2% | +298.1% | -23.0% | +37.2% |
| All | +275.2% | +287.3% | -12.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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