+7.4%
PLD vs SGI
-30.7%
+38.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +4.9% | +0.5% |
| 7D | +0.8% | -3.9% | +4.7% | +1.4% |
| 30D | +0.5% | +0.9% | -0.5% | +0.3% |
| 3M | -5.5% | -2.9% | -2.6% | -5.2% |
| 6M | -8.3% | -9.0% | +0.6% | -7.6% |
| YTD | +4.3% | -29.2% | +33.5% | +8.4% |
| 1Y | +7.4% | -32.3% | +39.7% | +12.5% |
| All | +7.4% | -30.7% | +38.1% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling