+1.9%
PLD vs SNAP
-90.9%
+92.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.7% |
| 7D | +0.7% | -7.3% | +8.0% | +1.3% |
| 30D | +0.8% | -18.9% | +19.8% | +2.6% |
| 3M | -6.1% | -5.3% | -0.9% | -6.0% |
| 6M | -8.0% | -16.9% | +8.9% | -7.2% |
| YTD | +4.7% | -37.4% | +42.1% | +7.7% |
| 1Y | +7.2% | -38.5% | +45.7% | +10.4% |
| 3Y | +39.2% | -55.1% | +94.3% | +42.2% |
| 5Y | +1.9% | -90.8% | +92.7% | +9.1% |
| All | +1.9% | -90.9% | +92.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling