+1,615.9%
PLD vs SBAC
+2,208.1%
-592.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -2.4% | +6.9% | -9.4% | -3.7% |
| 3M | -3.8% | -8.2% | +4.4% | -2.5% |
| 6M | 0.0% | -1.6% | +1.7% | -0.5% |
| YTD | +9.2% | -0.1% | +9.4% | +8.3% |
| 1Y | +25.9% | -0.5% | +26.4% | +24.8% |
| 3Y | +21.3% | -9.1% | +30.4% | +21.7% |
| 5Y | +14.1% | -43.8% | +57.9% | +24.9% |
| 10Y | +237.9% | +80.5% | +157.3% | +207.6% |
| All | +1,615.9% | +2,208.1% | -592.2% | +1,047.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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