+33.3%
PLD vs SM
-20.0%
+53.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.8% | -25.9% | +25.1% | +2.2% |
| 30D | -0.3% | -15.1% | +14.9% | +1.1% |
| 3M | -8.0% | +4.9% | -12.9% | -9.4% |
| 6M | -9.8% | +6.1% | -15.9% | -12.0% |
| YTD | +1.8% | +63.4% | -61.7% | -9.8% |
| 1Y | +5.6% | +72.5% | -66.9% | -7.6% |
| 3Y | +33.3% | -16.9% | +50.2% | +22.7% |
| All | +33.3% | -20.0% | +53.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling