+231.7%
PLD vs SAN
+236.7%
-5.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | -0.8% | +4.9% | -5.7% | -2.1% |
| 30D | -0.3% | -13.0% | +12.7% | +3.2% |
| 3M | -8.0% | -18.9% | +10.8% | -3.2% |
| 6M | -9.8% | -4.1% | -5.7% | -9.4% |
| YTD | +1.8% | +2.6% | -0.8% | -0.2% |
| 1Y | +5.6% | +16.9% | -11.3% | -0.1% |
| 3Y | +33.3% | +239.1% | -205.8% | -6.5% |
| 5Y | +0.3% | +266.8% | -266.6% | -32.9% |
| All | +231.7% | +236.7% | -5.1% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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