+1,643.3%
PLD vs SM
+258.1%
+1,385.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.5% |
| 7D | +0.4% | -25.1% | +25.6% | +4.2% |
| 30D | -0.1% | -15.6% | +15.5% | +1.9% |
| 3M | -7.9% | +2.7% | -10.7% | -9.0% |
| 6M | -7.0% | -3.8% | -3.1% | -7.8% |
| YTD | +3.1% | +61.8% | -58.8% | -6.0% |
| 1Y | +7.1% | +71.4% | -64.3% | -3.3% |
| 3Y | +32.9% | -20.7% | +53.6% | +30.6% |
| 5Y | +1.5% | -11.5% | +13.1% | -5.7% |
| 10Y | +245.9% | +10.2% | +235.7% | +117.7% |
| All | +1,643.3% | +258.1% | +1,385.1% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling