+78.7%
PLD vs SITM
+4,437.5%
-4,358.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -0.7% | +3.7% | -4.4% | -1.1% |
| 30D | -2.2% | -14.5% | +12.3% | -0.7% |
| 3M | -7.4% | -10.6% | +3.2% | -7.7% |
| 6M | +1.9% | +65.5% | -63.6% | -7.5% |
| YTD | +7.9% | +67.0% | -59.1% | -2.9% |
| 1Y | +25.1% | +138.6% | -113.5% | +5.9% |
| 3Y | +21.9% | +421.8% | -399.9% | -13.5% |
| 5Y | +16.3% | +172.4% | -156.1% | -17.1% |
| All | +78.7% | +4,437.5% | -4,358.7% | -19.8% |
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