+48.6%
SGI vs PPG
-17.7%
+66.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.6% |
| 7D | -4.9% | -5.1% | +0.2% | -1.1% |
| 30D | +1.6% | -9.6% | +11.2% | +9.5% |
| 3M | -3.2% | -6.4% | +3.3% | +1.8% |
| 6M | -16.0% | +0.5% | -16.6% | -16.0% |
| YTD | -25.4% | +4.4% | -29.9% | -27.4% |
| 1Y | -21.6% | -0.9% | -20.7% | -21.1% |
| All | +48.6% | -17.7% | +66.3% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling