+272.2%
PLD vs SIMO
+453.3%
-181.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.7% | -1.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -1.8% | -25.4% | +23.6% | +0.6% |
| 3M | -6.0% | -17.8% | +11.7% | -5.5% |
| 6M | -8.4% | -29.6% | +21.2% | -7.9% |
| YTD | +4.2% | +100.3% | -96.1% | -12.4% |
| 1Y | +6.2% | +100.4% | -94.2% | -10.9% |
| 3Y | +37.0% | +246.1% | -209.1% | +2.2% |
| 5Y | +1.2% | +189.8% | -188.6% | -24.9% |
| 10Y | +272.2% | +434.6% | -162.4% | +127.1% |
| All | +272.2% | +453.3% | -181.1% | +127.1% |
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