-12.1%
SGI vs PLTD
-16.1%
+4.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +7.0% |
| 7D | +12.1% | +14.4% | -2.4% | +13.1% |
| 30D | +12.1% | +8.6% | +3.4% | +12.7% |
| 3M | +0.4% | -9.2% | +9.6% | -0.3% |
| 6M | -4.0% | -29.5% | +25.5% | -5.8% |
| YTD | -21.2% | -20.2% | -1.1% | -23.3% |
| 1Y | -12.1% | -16.5% | +4.4% | -14.5% |
| All | -12.1% | -16.1% | +4.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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