+314.7%
SGI vs PFGC
+419.1%
-104.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +8.5% | -2.2% | +10.7% | +9.7% |
| 30D | +0.7% | -11.9% | +12.6% | +6.9% |
| 3M | +0.6% | +5.0% | -4.4% | -2.4% |
| 6M | -17.9% | +8.6% | -26.5% | -21.6% |
| YTD | -21.2% | +9.7% | -30.9% | -25.9% |
| 1Y | -18.9% | -6.3% | -12.6% | -17.7% |
| 3Y | +52.6% | +58.2% | -5.6% | +17.1% |
| 5Y | +60.7% | +110.4% | -49.7% | +4.5% |
| 10Y | +278.1% | +272.8% | +5.4% | +48.7% |
| All | +314.7% | +419.1% | -104.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling