+22.2%
PLD vs SMR
+81.4%
-59.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.9% |
| 7D | -0.7% | +13.1% | -13.8% | -1.3% |
| 30D | -2.2% | +17.8% | -20.0% | -3.1% |
| 3M | -7.4% | +8.1% | -15.5% | -8.1% |
| 6M | +1.9% | -11.1% | +13.0% | +1.5% |
| YTD | +7.9% | -23.7% | +31.6% | +7.6% |
| 1Y | +25.1% | -69.4% | +94.5% | +29.4% |
| All | +22.2% | +81.4% | -59.2% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling