+1,615.1%
SGI vs PNR
+581.0%
+1,034.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 3M | -8.2% | +2.6% | -10.8% | -10.7% |
| 6M | -4.6% | -6.4% | +1.8% | -2.7% |
| YTD | -31.5% | -33.4% | +2.0% | -10.5% |
| 1Y | -30.8% | -35.1% | +4.2% | -8.1% |
| 3Y | +67.2% | +17.1% | +50.1% | +40.6% |
| 5Y | +42.5% | -3.5% | +46.0% | +38.0% |
| 10Y | +321.9% | +100.2% | +221.7% | +137.5% |
| All | +1,615.1% | +581.0% | +1,034.1% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling