+48.6%
SGI vs PNR
-14.2%
+62.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.2% |
| 7D | -4.9% | -5.5% | +0.6% | -1.4% |
| 30D | +1.6% | -15.6% | +17.2% | +13.1% |
| 3M | -3.2% | -20.2% | +17.0% | +9.5% |
| 6M | -16.0% | -36.6% | +20.6% | +11.6% |
| YTD | -25.4% | -45.0% | +19.6% | +8.3% |
| 1Y | -21.6% | -47.4% | +25.9% | +17.6% |
| All | +48.6% | -14.2% | +62.8% | +55.1% |
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 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