+23.7%
PLD vs S
-52.7%
+76.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -0.8% | -13.4% | +12.6% | +0.7% |
| 30D | -0.3% | -14.0% | +13.7% | +1.2% |
| 3M | -8.0% | +4.9% | -12.9% | -9.2% |
| 6M | -9.8% | +42.0% | -51.8% | -14.4% |
| YTD | +1.8% | +45.1% | -43.4% | -4.3% |
| 1Y | +5.6% | +33.1% | -27.5% | +0.2% |
| 3Y | +33.3% | +40.6% | -7.4% | +22.7% |
| 5Y | +0.3% | -67.5% | +67.7% | -2.0% |
| All | +23.7% | -52.7% | +76.3% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling