+3.4%
PLD vs SMR
-45.9%
+49.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +2.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +0.8% | -24.4% | +25.3% | +2.0% |
| 3M | -6.1% | -44.6% | +38.5% | -3.8% |
| 6M | -8.0% | -56.7% | +48.6% | -5.1% |
| YTD | +4.7% | -61.6% | +66.3% | +7.6% |
| 1Y | +7.2% | -82.1% | +89.3% | +14.5% |
| 3Y | +39.2% | +161.5% | -122.3% | +8.4% |
| All | +3.4% | -45.9% | +49.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling