-30.8%
SGI vs PFGC
+15.6%
-46.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.3% | +3.4% | -8.7% | -6.6% |
| 30D | -2.1% | +16.9% | -19.0% | -7.8% |
| 3M | -8.2% | +6.4% | -14.6% | -10.8% |
| 6M | -4.6% | +16.0% | -20.6% | -11.0% |
| YTD | -31.5% | +23.6% | -55.1% | -39.3% |
| 1Y | -30.8% | +16.6% | -47.4% | -38.3% |
| All | -30.8% | +15.6% | -46.4% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling