+262.8%
SGI vs PPG
+26.9%
+235.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | -4.5% | -6.2% | +1.8% | +0.8% |
| 30D | +4.2% | -7.9% | +12.1% | +11.7% |
| 3M | -7.4% | -10.2% | +2.8% | +1.2% |
| 6M | -15.1% | +2.7% | -17.7% | -16.8% |
| YTD | -24.7% | +4.9% | -29.6% | -27.9% |
| 1Y | -21.8% | -3.2% | -18.6% | -20.4% |
| 3Y | +50.0% | -17.0% | +67.0% | +70.9% |
| 5Y | +48.9% | -23.3% | +72.3% | +78.3% |
| All | +262.8% | +26.9% | +235.9% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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