+9.3%
PLD vs SITM
+47.5%
-38.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.4% | +11.1% | +1.9% |
| 7D | +4.9% | -19.5% | +24.4% | +5.3% |
| 30D | +2.6% | -43.2% | +45.8% | +3.7% |
| 3M | -4.8% | -30.8% | +26.1% | -4.2% |
| 6M | -3.9% | -28.6% | +24.7% | -4.5% |
| YTD | +5.3% | +14.2% | -8.9% | +1.1% |
| 1Y | +9.3% | +44.4% | -35.1% | +4.9% |
| All | +9.3% | +47.5% | -38.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling