+21.0%
SGOV vs PL
+40.9%
-19.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +0.1% | +10.0% | -10.0% | +0.1% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | +1.0% | -44.2% | +45.2% | +1.0% |
| 6M | +1.9% | -66.1% | +68.0% | +1.9% |
| YTD | +3.2% | -30.0% | +33.2% | +3.2% |
| 1Y | +3.8% | +21.0% | -17.3% | +3.8% |
| 3Y | +14.1% | +516.5% | -502.4% | +14.1% |
| 5Y | +21.0% | +32.0% | -11.0% | +21.0% |
| All | +21.0% | +40.9% | -19.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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