+72.7%
PLD vs SITM
+3,535.1%
-3,462.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.8% |
| 7D | -1.0% | +17.2% | -18.2% | -3.1% |
| 30D | -1.8% | -17.1% | +15.3% | -0.3% |
| 3M | -6.0% | -29.2% | +23.1% | -3.4% |
| 6M | -8.4% | -47.6% | +39.2% | -3.6% |
| YTD | +4.2% | +33.8% | -29.6% | -4.7% |
| 1Y | +6.2% | +54.1% | -47.9% | -5.1% |
| 3Y | +37.0% | +337.6% | -300.6% | -1.7% |
| 5Y | +1.2% | +89.7% | -88.6% | -24.7% |
| All | +72.7% | +3,535.1% | -3,462.4% | -21.3% |
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