+159.7%
PLD vs SE
+372.6%
-212.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +0.5% | -19.4% | +19.8% | +3.1% |
| 3M | -5.5% | -33.1% | +27.6% | -1.0% |
| 6M | -8.3% | -11.4% | +3.1% | -7.9% |
| YTD | +4.3% | -39.8% | +44.1% | +9.6% |
| 1Y | +7.4% | -50.5% | +57.9% | +15.6% |
| 3Y | +37.1% | +68.9% | -31.8% | +21.3% |
| 5Y | +1.3% | -77.1% | +78.4% | +9.7% |
| All | +159.7% | +372.6% | -212.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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