-18.9%
SGI vs PNR
-43.1%
+24.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +8.5% | -2.4% | +10.9% | +9.8% |
| 30D | +0.7% | -12.8% | +13.4% | +7.5% |
| 3M | +0.6% | -17.0% | +17.6% | +8.2% |
| 6M | -17.9% | -37.4% | +19.5% | +2.9% |
| YTD | -21.2% | -41.6% | +20.4% | +0.7% |
| 1Y | -18.9% | -44.6% | +25.8% | +6.9% |
| All | -18.9% | -43.1% | +24.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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