+10.8%
PLD vs SARO
-10.5%
+21.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.3% | +0.4% | +1.0% | +1.3% |
| 30D | -1.4% | +40.3% | -41.7% | -7.3% |
| 3M | -8.2% | +2.2% | -10.4% | -8.5% |
| 6M | -8.0% | +3.7% | -11.7% | -9.3% |
| YTD | +3.2% | -3.3% | +6.5% | +2.7% |
| 1Y | +7.0% | +8.4% | -1.4% | +3.6% |
| All | +10.8% | -10.5% | +21.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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