-0.7%
PLD vs SFM
+105.4%
-106.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -0.3% | -24.8% | +24.5% | +2.8% |
| 3M | -8.0% | -43.7% | +35.7% | -1.4% |
| 6M | -9.8% | -37.3% | +27.5% | -5.2% |
| YTD | +1.8% | -38.4% | +40.2% | +6.7% |
| 1Y | +5.6% | -36.9% | +42.5% | +10.1% |
| 3Y | +33.3% | +20.7% | +12.6% | +16.7% |
| All | -0.7% | +105.4% | -106.0% | -21.4% |
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