+61.5%
SGI vs PTC
+6.0%
+55.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +3.1% |
| 7D | +8.5% | -10.3% | +18.8% | +13.5% |
| 30D | +0.7% | +1.1% | -0.5% | -0.6% |
| 3M | +0.6% | +1.6% | -1.0% | -2.0% |
| 6M | -17.9% | -13.5% | -4.5% | -13.9% |
| YTD | -21.2% | -19.1% | -2.1% | -14.5% |
| 1Y | -18.9% | -33.9% | +15.0% | -2.2% |
| 3Y | +52.6% | -3.9% | +56.5% | +38.1% |
| All | +61.5% | +6.0% | +55.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling