+1,826.0%
SGI vs PPG
+469.9%
+1,356.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | +0.1% |
| 7D | +0.6% | -3.7% | +4.3% | +3.8% |
| 30D | +5.5% | -7.2% | +12.7% | +12.4% |
| 3M | -3.6% | -7.3% | +3.7% | +2.7% |
| 6M | -15.0% | +0.3% | -15.3% | -15.2% |
| YTD | -23.0% | +6.5% | -29.6% | -27.3% |
| 1Y | -18.4% | +0.5% | -18.9% | -19.7% |
| 3Y | +57.8% | -15.3% | +73.0% | +76.1% |
| 5Y | +51.5% | -22.9% | +74.3% | +80.4% |
| 10Y | +275.2% | +28.4% | +246.8% | +180.6% |
| All | +1,826.0% | +469.9% | +1,356.1% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling