+1,518.8%
PLD vs SBAC
+2,252.5%
-733.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +0.4% | +4.4% | -4.0% | -0.4% |
| 30D | -0.1% | +13.8% | -13.9% | -2.6% |
| 3M | -7.9% | +9.0% | -16.9% | -9.6% |
| 6M | -7.0% | -10.0% | +3.1% | -5.6% |
| YTD | +3.1% | +1.8% | +1.3% | +1.6% |
| 1Y | +7.1% | +1.1% | +5.9% | +5.6% |
| 3Y | +32.9% | -9.5% | +42.4% | +33.2% |
| 5Y | +1.5% | -39.0% | +40.5% | +9.3% |
| 10Y | +245.9% | +101.1% | +144.7% | +208.8% |
| All | +1,518.8% | +2,252.5% | -733.6% | +977.0% |
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