-0.7%
PLD vs SM
-11.5%
+10.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.8% | -25.9% | +25.1% | +2.3% |
| 30D | -0.3% | -15.1% | +14.9% | +1.2% |
| 3M | -8.0% | +4.9% | -12.9% | -9.2% |
| 6M | -9.8% | +6.1% | -15.9% | -11.7% |
| YTD | +1.8% | +63.4% | -61.7% | -7.5% |
| 1Y | +5.6% | +72.5% | -66.9% | -4.9% |
| 3Y | +33.3% | -16.9% | +50.2% | +29.1% |
| All | -0.7% | -11.5% | +10.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling