+231.7%
PLD vs SGI
+390.8%
-159.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | 0.0% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | -0.3% | +3.9% | -4.2% | -1.3% |
| 3M | -8.0% | -0.8% | -7.2% | -8.2% |
| 6M | -9.8% | -18.0% | +8.2% | -6.7% |
| YTD | +1.8% | -27.6% | +29.4% | +7.7% |
| 1Y | +5.6% | -27.2% | +32.8% | +11.5% |
| 3Y | +33.3% | +76.0% | -42.7% | +14.6% |
| 5Y | +0.3% | +50.0% | -49.7% | -14.0% |
| All | +231.7% | +390.8% | -159.1% | +139.6% |
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