-18.9%
SGI vs PLTD
-33.9%
+15.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.8% |
| 7D | +8.5% | +5.9% | +2.6% | +9.0% |
| 30D | +0.7% | -11.6% | +12.3% | -0.1% |
| 3M | +0.6% | -29.9% | +30.5% | -1.2% |
| 6M | -17.9% | -28.5% | +10.6% | -19.4% |
| YTD | -21.2% | -20.4% | -0.8% | -23.2% |
| 1Y | -18.9% | -33.3% | +14.4% | -21.1% |
| All | -18.9% | -33.9% | +15.1% | -21.1% |
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