+67.2%
SGI vs PNR
+15.8%
+51.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -2.1% | +31.7% | -33.8% | -17.7% |
| 3M | -8.2% | +2.6% | -10.8% | -9.7% |
| 6M | -4.6% | -6.4% | +1.8% | -2.3% |
| YTD | -31.5% | -33.4% | +2.0% | -11.5% |
| 1Y | -30.8% | -35.1% | +4.2% | -9.2% |
| 3Y | +67.2% | +17.1% | +50.1% | +21.3% |
| All | +67.2% | +15.8% | +51.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling