+275.2%
SGI vs PTC
+196.2%
+79.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.4% |
| 7D | +0.6% | -13.6% | +14.2% | +7.5% |
| 30D | +5.5% | -14.7% | +20.2% | +13.2% |
| 3M | -3.6% | -5.9% | +2.3% | -3.2% |
| 6M | -15.0% | -21.1% | +6.1% | -7.7% |
| YTD | -23.0% | -26.0% | +3.0% | -13.8% |
| 1Y | -18.4% | -36.8% | +18.4% | -1.5% |
| 3Y | +57.8% | -10.3% | +68.0% | +52.0% |
| 5Y | +51.5% | +1.2% | +50.3% | +34.7% |
| 10Y | +275.2% | +198.3% | +76.9% | +75.2% |
| All | +275.2% | +196.2% | +79.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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