+251.5%
PLD vs SNAP
-77.2%
+328.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -2.4% | +2.6% | -5.1% | -2.8% |
| 3M | -3.8% | -9.9% | +6.1% | -3.4% |
| 6M | 0.0% | +1.9% | -1.8% | -1.1% |
| YTD | +9.2% | -32.2% | +41.5% | +11.7% |
| 1Y | +25.9% | -22.8% | +48.8% | +26.8% |
| 3Y | +21.3% | -47.6% | +68.9% | +22.5% |
| 5Y | +14.1% | -92.7% | +106.8% | +25.7% |
| All | +251.5% | -77.2% | +328.7% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling