+500.7%
PLD vs SIMO
+1,993.5%
-1,492.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.3% | +0.8% |
| 7D | +0.4% | -31.4% | +31.8% | +7.7% |
| 30D | -0.1% | -45.2% | +45.1% | +11.4% |
| 3M | -7.9% | -36.5% | +28.6% | -1.9% |
| 6M | -7.0% | -34.2% | +27.2% | -4.8% |
| YTD | +3.1% | +69.9% | -66.9% | -18.6% |
| 1Y | +7.1% | +60.4% | -53.3% | -14.5% |
| 3Y | +32.9% | +203.1% | -170.3% | -11.9% |
| 5Y | +1.5% | +145.4% | -143.9% | -32.8% |
| 10Y | +245.9% | +368.9% | -123.0% | +77.7% |
| All | +500.7% | +1,993.5% | -1,492.8% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling