+1,747.8%
PLD vs SAN
+756.7%
+991.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.4% | +1.8% | -4.2% | -3.1% |
| 30D | -2.4% | +2.0% | -4.4% | -3.3% |
| 3M | -3.8% | +19.7% | -23.5% | -10.9% |
| 6M | 0.0% | +30.6% | -30.6% | -10.9% |
| YTD | +9.2% | +28.8% | -19.6% | -3.0% |
| 1Y | +25.9% | +57.8% | -31.9% | +2.6% |
| 3Y | +21.3% | +338.1% | -316.8% | -36.4% |
| 5Y | +14.1% | +384.2% | -370.1% | -45.3% |
| 10Y | +237.9% | +353.1% | -115.3% | +45.7% |
| All | +1,747.8% | +756.7% | +991.1% | +627.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling