+1.9%
PLD vs SIMO
+170.7%
-168.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.4% |
| 7D | +0.7% | -8.2% | +8.9% | +1.1% |
| 30D | +0.8% | -34.6% | +35.4% | +3.4% |
| 3M | -6.1% | -32.6% | +26.5% | -4.4% |
| 6M | -8.0% | -31.8% | +23.8% | -7.8% |
| YTD | +4.7% | +87.6% | -83.0% | -8.8% |
| 1Y | +7.2% | +86.7% | -79.5% | -6.6% |
| 3Y | +39.2% | +227.4% | -188.2% | +8.7% |
| 5Y | +1.9% | +173.0% | -171.1% | -20.2% |
| All | +1.9% | +170.7% | -168.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling