+33.3%
PLD vs SN
+397.9%
-364.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.8% |
| 7D | -0.8% | +7.2% | -8.0% | -2.2% |
| 30D | -0.3% | +20.4% | -20.7% | -4.0% |
| 3M | -8.0% | +23.9% | -31.9% | -12.2% |
| 6M | -9.8% | +93.0% | -102.8% | -22.2% |
| YTD | +1.8% | +99.2% | -97.5% | -13.5% |
| 1Y | +5.6% | +142.6% | -137.0% | -14.4% |
| 3Y | +33.3% | +398.8% | -365.5% | -14.4% |
| All | +33.3% | +397.9% | -364.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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