-0.7%
PLD vs SIMO
+170.3%
-171.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.5% |
| 7D | +1.3% | +4.1% | -2.8% | +1.0% |
| 30D | -1.4% | -24.0% | +22.6% | +0.1% |
| 3M | -8.2% | -31.8% | +23.6% | -6.6% |
| 6M | -8.0% | -36.9% | +28.9% | -7.1% |
| YTD | +3.2% | +84.8% | -81.7% | -10.1% |
| 1Y | +7.0% | +99.0% | -92.0% | -7.8% |
| 3Y | +38.3% | +217.9% | -179.7% | +8.2% |
| All | -0.7% | +170.3% | -171.1% | -21.9% |
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 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