+231.6%
PLD vs SNAP
-78.3%
+309.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | 0.0% | +2.6% | -2.6% | -0.2% |
| 30D | -3.7% | -19.6% | +15.8% | -2.1% |
| 3M | -7.9% | +0.4% | -8.3% | -8.3% |
| 6M | -9.2% | -5.9% | -3.3% | -9.5% |
| YTD | +3.1% | -35.3% | +38.4% | +5.5% |
| 1Y | +6.2% | -42.6% | +48.8% | +9.8% |
| 3Y | +35.4% | -53.9% | +89.3% | +38.0% |
| 5Y | +0.1% | -90.3% | +90.4% | +8.0% |
| All | +231.6% | -78.3% | +309.8% | +205.1% |
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