+1,711.4%
SGI vs PTC
+1,900.7%
-189.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +3.9% | +0.8% | +3.1% | +3.5% |
| 3M | -0.8% | +32.1% | -32.9% | -16.8% |
| 6M | -18.0% | +42.6% | -60.6% | -35.7% |
| YTD | -27.6% | +12.0% | -39.6% | -36.1% |
| 1Y | -27.2% | +12.2% | -39.4% | -35.9% |
| 3Y | +76.0% | +31.2% | +44.8% | +38.1% |
| 5Y | +50.0% | +54.9% | -4.9% | +7.2% |
| 10Y | +399.1% | +343.1% | +55.9% | +88.6% |
| All | +1,711.4% | +1,900.7% | -189.4% | +268.7% |
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