+38.2%
PLD vs SGI
+66.8%
-28.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.3% |
| 7D | 0.0% | -10.7% | +10.7% | +3.2% |
| 30D | -3.7% | -3.6% | -0.2% | -3.0% |
| 3M | -7.9% | -5.4% | -2.5% | -7.0% |
| 6M | -9.2% | -7.0% | -2.2% | -8.7% |
| YTD | +3.1% | -31.6% | +34.7% | +13.5% |
| 1Y | +6.2% | -33.5% | +39.7% | +18.1% |
| All | +38.2% | +66.8% | -28.7% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling