+0.6%
PLD vs SGI
+58.5%
-57.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.3% |
| 7D | +0.4% | +5.3% | -4.9% | -1.2% |
| 30D | -0.1% | +8.2% | -8.3% | -2.6% |
| 3M | -7.9% | -2.2% | -5.7% | -7.9% |
| 6M | -7.0% | -8.4% | +1.5% | -5.8% |
| YTD | +3.1% | -23.4% | +26.5% | +9.5% |
| 1Y | +7.1% | -14.0% | +21.1% | +8.9% |
| 3Y | +32.9% | +78.8% | -45.9% | +4.5% |
| All | +0.6% | +58.5% | -57.9% | -24.5% |
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 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