+1,747.8%
PLD vs SM
+340.5%
+1,407.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -2.4% | +26.3% | -28.7% | -5.7% |
| 3M | -3.8% | +8.7% | -12.5% | -5.5% |
| 6M | 0.0% | +51.7% | -51.7% | -7.1% |
| YTD | +9.2% | +99.0% | -89.8% | -2.7% |
| 1Y | +25.9% | +34.6% | -8.7% | +18.0% |
| 3Y | +21.3% | -7.8% | +29.1% | +17.2% |
| 5Y | +14.1% | +104.8% | -90.6% | -5.9% |
| 10Y | +237.9% | +7.2% | +230.6% | +117.4% |
| All | +1,747.8% | +340.5% | +1,407.4% | +696.8% |
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