+48.6%
SGI vs PSLV
+165.1%
-116.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -2.3% |
| 7D | -4.9% | -4.9% | 0.0% | -4.2% |
| 30D | +1.6% | -1.9% | +3.5% | +1.8% |
| 3M | -3.2% | +4.2% | -7.4% | -4.0% |
| 6M | -16.0% | -27.6% | +11.5% | -13.1% |
| YTD | -25.4% | -11.7% | -13.8% | -26.2% |
| 1Y | -21.6% | +49.3% | -70.9% | -29.1% |
| All | +48.6% | +165.1% | -116.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling