+1,621.7%
PLD vs SM
+261.7%
+1,360.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.8% | -25.9% | +25.1% | +3.1% |
| 30D | -0.3% | -15.1% | +14.9% | +1.6% |
| 3M | -8.0% | +4.9% | -12.9% | -9.3% |
| 6M | -9.8% | +6.1% | -15.9% | -11.8% |
| YTD | +1.8% | +63.4% | -61.7% | -7.3% |
| 1Y | +5.6% | +72.5% | -66.9% | -4.7% |
| 3Y | +33.3% | -16.9% | +50.2% | +30.1% |
| 5Y | +0.3% | -10.6% | +10.9% | -7.0% |
| 10Y | +241.6% | +11.3% | +230.3% | +114.7% |
| All | +1,621.7% | +261.7% | +1,360.1% | +658.8% |
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