+20.9%
SGOV vs PL
+33.5%
-12.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | +22.3% | -22.2% | +0.1% |
| 30D | +0.3% | -8.3% | +8.7% | +0.3% |
| 3M | +0.9% | -43.3% | +44.2% | +0.9% |
| 6M | +1.9% | -65.8% | +67.7% | +1.9% |
| YTD | +3.2% | -29.5% | +32.7% | +3.2% |
| 1Y | +3.7% | +11.7% | -8.0% | +3.7% |
| 3Y | +14.1% | +540.6% | -526.5% | +14.1% |
| 5Y | +20.9% | +32.9% | -11.9% | +20.9% |
| All | +20.9% | +33.5% | -12.6% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling