+267.4%
PLD vs SGI
+356.4%
-89.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | +0.8% |
| 7D | +0.8% | -3.9% | +4.7% | +1.6% |
| 30D | +0.5% | +0.9% | -0.5% | 0.0% |
| 3M | -5.5% | -2.9% | -2.6% | -5.3% |
| 6M | -8.3% | -9.0% | +0.6% | -7.3% |
| YTD | +4.3% | -29.2% | +33.5% | +10.9% |
| 1Y | +7.4% | -32.3% | +39.7% | +15.3% |
| 3Y | +37.1% | +72.4% | -35.3% | +18.2% |
| 5Y | +1.3% | +50.6% | -49.3% | -13.3% |
| 10Y | +267.4% | +335.2% | -67.8% | +150.9% |
| All | +267.4% | +356.4% | -89.0% | +150.9% |
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