+256.8%
PLD vs SMTC
+365.8%
-109.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.8% | -10.0% | +1.0% |
| 7D | +0.7% | -4.8% | +5.5% | +0.8% |
| 30D | +0.8% | -37.8% | +38.6% | +6.7% |
| 3M | -6.1% | -16.5% | +10.4% | -5.9% |
| 6M | -8.0% | -4.4% | -3.6% | -11.8% |
| YTD | +4.7% | +58.0% | -53.4% | -8.9% |
| 1Y | +7.2% | +62.0% | -54.8% | -7.5% |
| 3Y | +39.2% | +745.7% | -706.5% | -24.3% |
| 5Y | +1.9% | +29.0% | -27.1% | -18.4% |
| 10Y | +256.8% | +351.4% | -94.6% | +112.4% |
| All | +256.8% | +365.8% | -109.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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