+262.8%
SGI vs PNR
+66.2%
+196.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.2% |
| 7D | -4.5% | -6.0% | +1.6% | +0.3% |
| 30D | +4.2% | -14.0% | +18.1% | +17.0% |
| 3M | -7.4% | -21.7% | +14.2% | +9.3% |
| 6M | -15.1% | -37.3% | +22.2% | +20.0% |
| YTD | -24.7% | -45.1% | +20.4% | +17.4% |
| 1Y | -21.8% | -49.1% | +27.4% | +29.4% |
| 3Y | +50.0% | -14.8% | +64.9% | +58.4% |
| 5Y | +48.9% | -21.0% | +70.0% | +64.8% |
| All | +262.8% | +66.2% | +196.6% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling