+1.2%
PLD vs SFM
+111.2%
-110.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.5% |
| 7D | -1.0% | -7.1% | +6.0% | -0.1% |
| 30D | -1.8% | -21.4% | +19.6% | +0.6% |
| 3M | -6.0% | -40.1% | +34.0% | -0.1% |
| 6M | -8.4% | -38.0% | +29.7% | -3.5% |
| YTD | +4.2% | -36.5% | +40.8% | +8.9% |
| 1Y | +6.2% | -35.2% | +41.4% | +10.4% |
| 3Y | +37.0% | +23.5% | +13.5% | +19.7% |
| 5Y | +1.2% | +109.7% | -108.5% | -20.3% |
| All | +1.2% | +111.2% | -110.0% | -20.3% |
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