+15.2%
PLD vs SFM
+230.0%
-214.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.4% | -4.4% | +1.9% | -1.9% |
| 3M | -3.8% | +1.5% | -5.3% | -4.4% |
| 6M | 0.0% | +6.5% | -6.5% | -1.7% |
| YTD | +9.2% | +2.2% | +7.1% | +7.8% |
| 1Y | +25.9% | -41.9% | +67.8% | +35.9% |
| 3Y | +21.3% | +106.8% | -85.5% | +0.1% |
| All | +15.2% | +230.0% | -214.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling