+80.9%
PLD vs SITM
+4,608.4%
-4,527.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -1.5% |
| 7D | -2.4% | +9.7% | -12.1% | -3.5% |
| 30D | -2.4% | +12.7% | -15.1% | -4.6% |
| 3M | -3.8% | -13.4% | +9.6% | -3.8% |
| 6M | 0.0% | +59.6% | -59.6% | -8.9% |
| YTD | +9.2% | +73.3% | -64.1% | -2.2% |
| 1Y | +25.9% | +165.5% | -139.6% | +5.1% |
| 3Y | +21.3% | +368.7% | -347.4% | -12.6% |
| 5Y | +14.1% | +172.5% | -158.4% | -18.5% |
| All | +80.9% | +4,608.4% | -4,527.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling