+267.4%
PLD vs SM
+4.2%
+263.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.4% |
| 7D | +0.8% | -19.5% | +20.3% | +2.1% |
| 30D | +0.5% | -20.2% | +20.7% | +1.8% |
| 3M | -5.5% | -6.5% | +1.0% | -5.4% |
| 6M | -8.3% | +1.6% | -9.9% | -9.0% |
| YTD | +4.3% | +61.2% | -56.9% | -0.2% |
| 1Y | +7.4% | +65.4% | -57.9% | +2.5% |
| 3Y | +37.1% | -13.0% | +50.1% | +35.1% |
| 5Y | +1.3% | -4.3% | +5.6% | -2.0% |
| 10Y | +267.4% | +3.0% | +264.4% | +190.0% |
| All | +267.4% | +4.2% | +263.2% | +190.0% |
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