-0.7%
PLD vs SGI
+41.4%
-42.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.3% | -5.3% | +6.7% | +3.0% |
| 30D | -1.4% | -2.1% | +0.7% | -1.1% |
| 3M | -8.2% | -8.2% | 0.0% | -6.4% |
| 6M | -8.0% | -4.6% | -3.4% | -8.1% |
| YTD | +3.2% | -31.5% | +34.6% | +13.2% |
| 1Y | +7.0% | -30.8% | +37.8% | +17.0% |
| 3Y | +38.3% | +67.2% | -28.9% | +10.8% |
| All | -0.7% | +41.4% | -42.1% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling