+272.2%
PLD vs SAN
+275.0%
-2.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -1.0% | +3.4% | -4.4% | -1.9% |
| 30D | -1.8% | -6.3% | +4.4% | -0.3% |
| 3M | -6.0% | -14.1% | +8.1% | -2.6% |
| 6M | -8.4% | +4.2% | -12.5% | -9.9% |
| YTD | +4.2% | +9.0% | -4.8% | +0.6% |
| 1Y | +6.2% | +18.8% | -12.5% | +0.1% |
| 3Y | +37.0% | +252.0% | -215.0% | -4.8% |
| 5Y | +1.2% | +299.5% | -298.3% | -33.8% |
| 10Y | +272.2% | +276.7% | -4.5% | +130.1% |
| All | +272.2% | +275.0% | -2.8% | +130.1% |
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