-0.7%
PLD vs SNAP
-90.7%
+90.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -1.0% |
| 7D | -0.8% | -7.1% | +6.3% | -0.2% |
| 30D | -0.3% | -14.6% | +14.4% | +1.0% |
| 3M | -8.0% | -5.0% | -3.0% | -8.0% |
| 6M | -9.8% | -18.8% | +9.0% | -8.8% |
| YTD | +1.8% | -38.5% | +40.3% | +4.9% |
| 1Y | +5.6% | -38.1% | +43.7% | +8.7% |
| 3Y | +33.3% | -53.8% | +87.0% | +35.8% |
| All | -0.7% | -90.7% | +90.1% | +7.0% |
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