+236.9%
PLD vs SM
+6.6%
+230.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -2.4% | +26.3% | -28.7% | -4.0% |
| 3M | -3.8% | +8.7% | -12.5% | -4.6% |
| 6M | 0.0% | +51.7% | -51.7% | -3.4% |
| YTD | +9.2% | +99.0% | -89.8% | +3.3% |
| 1Y | +25.9% | +34.6% | -8.7% | +22.1% |
| 3Y | +21.3% | -7.8% | +29.1% | +19.2% |
| 5Y | +14.1% | +104.8% | -90.6% | +5.8% |
| All | +236.9% | +6.6% | +230.3% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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