+1,872.3%
SGI vs PTC
+1,346.4%
+525.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +3.5% |
| 7D | +8.5% | -10.3% | +18.8% | +14.3% |
| 30D | +0.7% | +1.1% | -0.5% | -0.7% |
| 3M | +0.6% | +1.6% | -1.0% | -2.6% |
| 6M | -17.9% | -13.5% | -4.5% | -14.8% |
| YTD | -21.2% | -19.1% | -2.1% | -15.6% |
| 1Y | -18.9% | -33.9% | +15.0% | -4.4% |
| 3Y | +52.6% | -3.9% | +56.5% | +43.9% |
| 5Y | +60.7% | +6.0% | +54.7% | +42.6% |
| 10Y | +278.1% | +223.7% | +54.4% | +72.2% |
| All | +1,872.3% | +1,346.4% | +525.9% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling