+1.9%
PLD vs SMR
-53.6%
+55.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | +1.3% | -8.3% | +9.6% | +1.8% |
| 30D | -1.4% | -20.1% | +18.7% | -0.5% |
| 3M | -8.2% | -52.7% | +44.5% | -5.2% |
| 6M | -8.0% | -61.0% | +53.0% | -4.6% |
| YTD | +3.2% | -67.1% | +70.3% | +6.8% |
| 1Y | +7.0% | -79.9% | +86.9% | +13.5% |
| 3Y | +38.3% | +101.7% | -63.4% | +9.6% |
| All | +1.9% | -53.6% | +55.5% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling