-0.7%
PLD vs SM
+5.5%
-6.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.3% | +9.4% | -8.0% | +0.3% |
| 30D | -1.4% | -14.4% | +13.0% | 0.0% |
| 3M | -8.2% | +1.6% | -9.7% | -8.9% |
| 6M | -8.0% | +6.3% | -14.4% | -9.9% |
| YTD | +3.2% | +78.8% | -75.6% | -7.3% |
| 1Y | +7.0% | +83.1% | -76.1% | -4.3% |
| 3Y | +38.3% | -5.9% | +44.2% | +32.0% |
| All | -0.7% | +5.5% | -6.2% | -6.6% |
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