+1,747.8%
PLD vs SIRI
-80.4%
+1,828.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -2.4% | -4.7% | +2.3% | -2.1% |
| 3M | -3.8% | +5.3% | -9.1% | -4.3% |
| 6M | 0.0% | +30.5% | -30.5% | -2.4% |
| YTD | +9.2% | +49.6% | -40.4% | +5.3% |
| 1Y | +25.9% | +28.5% | -2.6% | +22.8% |
| 3Y | +21.3% | -27.5% | +48.8% | +22.1% |
| 5Y | +14.1% | -44.7% | +58.8% | +15.9% |
| 10Y | +237.9% | -12.6% | +250.5% | +231.1% |
| All | +1,747.8% | -80.4% | +1,828.3% | +1,411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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