+14.3%
PLD vs SN
+639.7%
-625.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -2.0% |
| 7D | +0.4% | +3.8% | -3.4% | -0.2% |
| 30D | -0.1% | +17.5% | -17.6% | -2.9% |
| 3M | -7.9% | +19.2% | -27.2% | -10.9% |
| 6M | -7.0% | +84.9% | -91.9% | -17.1% |
| YTD | +3.1% | +94.0% | -91.0% | -9.6% |
| 1Y | +7.1% | +151.3% | -144.3% | -10.7% |
| 3Y | +32.9% | +387.1% | -354.2% | +0.6% |
| All | +14.3% | +639.7% | -625.4% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling