+1,863.5%
SGI vs PNR
+481.7%
+1,381.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.5% |
| 7D | +9.3% | -3.0% | +12.3% | +11.7% |
| 30D | +6.9% | -14.9% | +21.8% | +20.2% |
| 3M | +2.8% | -19.0% | +21.9% | +17.7% |
| 6M | -12.6% | -35.9% | +23.3% | +19.2% |
| YTD | -21.5% | -43.1% | +21.6% | +16.0% |
| 1Y | -18.8% | -46.4% | +27.6% | +25.3% |
| 3Y | +60.8% | -10.8% | +71.7% | +66.4% |
| 5Y | +60.0% | -18.9% | +78.9% | +76.8% |
| 10Y | +267.8% | +64.4% | +203.4% | +139.0% |
| All | +1,863.5% | +481.7% | +1,381.9% | +471.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling