+231.9%
PLD vs SNAP
-78.1%
+310.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +1.3% | +6.0% | -4.7% | +0.8% |
| 30D | -1.4% | -13.8% | +12.4% | -0.3% |
| 3M | -8.2% | -0.8% | -7.4% | -8.4% |
| 6M | -8.0% | -6.2% | -1.8% | -8.3% |
| YTD | +3.2% | -34.8% | +38.0% | +5.5% |
| 1Y | +7.0% | -38.7% | +45.7% | +10.0% |
| 3Y | +38.3% | -53.5% | +91.7% | +40.8% |
| 5Y | +0.2% | -90.2% | +90.4% | +8.1% |
| All | +231.9% | -78.1% | +310.0% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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