-18.8%
SGI vs PTC
-38.1%
+19.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.8% |
| 7D | +9.3% | -12.8% | +22.1% | +8.4% |
| 30D | +6.9% | -9.8% | +16.7% | +6.2% |
| 3M | +2.8% | -2.1% | +4.9% | +2.4% |
| 6M | -12.6% | -18.1% | +5.5% | -10.7% |
| YTD | -21.5% | -23.5% | +2.0% | -21.9% |
| 1Y | -18.8% | -37.4% | +18.6% | -18.0% |
| All | -18.8% | -38.1% | +19.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling