+231.7%
PLD vs SIMO
+379.7%
-148.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.7% |
| 7D | -0.8% | -22.0% | +21.2% | +1.5% |
| 30D | -0.3% | -43.0% | +42.8% | +5.2% |
| 3M | -8.0% | -39.1% | +31.1% | -4.4% |
| 6M | -9.8% | -33.3% | +23.5% | -9.0% |
| YTD | +1.8% | +77.0% | -75.2% | -13.3% |
| 1Y | +5.6% | +73.0% | -67.4% | -9.8% |
| 3Y | +33.3% | +215.7% | -182.5% | +0.3% |
| 5Y | +0.3% | +155.6% | -155.4% | -24.5% |
| All | +231.7% | +379.7% | -148.0% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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