+262.8%
SGI vs PSLV
+190.6%
+72.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.7% |
| 30D | +4.2% | -2.1% | +6.3% | +4.5% |
| 3M | -7.4% | -1.6% | -5.8% | -7.5% |
| 6M | -15.1% | -25.5% | +10.4% | -10.3% |
| YTD | -24.7% | -11.4% | -13.3% | -26.4% |
| 1Y | -21.8% | +48.6% | -70.3% | -34.3% |
| 3Y | +50.0% | +166.9% | -116.8% | +3.4% |
| 5Y | +48.9% | +152.4% | -103.5% | +1.6% |
| All | +262.8% | +190.6% | +72.2% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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