+70.7%
PLD vs SITM
+3,519.6%
-3,448.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | 0.0% | +32.5% | -32.5% | -3.5% |
| 30D | -3.7% | -18.8% | +15.1% | -2.0% |
| 3M | -7.9% | -30.9% | +22.9% | -5.0% |
| 6M | -9.2% | -44.5% | +35.2% | -5.2% |
| YTD | +3.1% | +33.2% | -30.2% | -5.7% |
| 1Y | +6.2% | +53.8% | -47.6% | -5.1% |
| 3Y | +35.4% | +335.7% | -300.3% | -2.7% |
| 5Y | +0.1% | +84.6% | -84.5% | -25.2% |
| All | +70.7% | +3,519.6% | -3,448.9% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling