+234.3%
PLD vs SGI
+267.9%
-33.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -2.4% | +8.5% | -10.9% | -4.2% |
| 30D | -2.4% | +0.7% | -3.1% | -2.8% |
| 3M | -3.8% | +0.6% | -4.4% | -4.4% |
| 6M | 0.0% | -17.9% | +18.0% | +3.4% |
| YTD | +9.2% | -21.2% | +30.4% | +13.6% |
| 1Y | +25.9% | -18.9% | +44.8% | +29.6% |
| 3Y | +21.3% | +52.6% | -31.3% | +7.8% |
| 5Y | +14.1% | +60.7% | -46.6% | -3.0% |
| All | +234.3% | +267.9% | -33.6% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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