+8.8%
SGI vs PLTD
-77.5%
+86.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.4% |
| 7D | -5.3% | -4.8% | -0.6% | -5.7% |
| 30D | -2.1% | +16.9% | -18.9% | -0.4% |
| 3M | -8.2% | +2.6% | -10.8% | -7.8% |
| 6M | -4.6% | -36.2% | +31.7% | -7.7% |
| YTD | -31.5% | -19.4% | -12.0% | -31.7% |
| 1Y | -30.8% | -22.5% | -8.3% | -31.3% |
| All | +8.8% | -77.5% | +86.4% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling