+304.8%
SGI vs PFGC
+351.0%
-46.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -5.3% | +3.4% | -8.7% | -6.9% |
| 30D | -2.1% | +16.9% | -19.0% | -9.7% |
| 3M | -8.2% | +6.4% | -14.6% | -11.4% |
| 6M | -4.6% | +16.0% | -20.6% | -12.3% |
| YTD | -31.5% | +23.6% | -55.1% | -39.6% |
| 1Y | -30.8% | +16.6% | -47.4% | -37.3% |
| 3Y | +67.2% | +82.3% | -15.1% | +18.0% |
| 5Y | +42.5% | +138.7% | -96.2% | -14.1% |
| All | +304.8% | +351.0% | -46.2% | +40.0% |
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