+47.4%
SGI vs PPG
-24.1%
+71.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | -4.5% | -6.2% | +1.8% | +0.5% |
| 30D | +4.2% | -7.9% | +12.1% | +11.2% |
| 3M | -7.4% | -10.2% | +2.8% | +0.6% |
| 6M | -15.1% | +2.7% | -17.7% | -16.5% |
| YTD | -24.7% | +4.9% | -29.6% | -27.5% |
| 1Y | -21.8% | -3.2% | -18.6% | -20.2% |
| 3Y | +50.0% | -17.0% | +67.0% | +70.8% |
| All | +47.4% | -24.1% | +71.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling