+21.1%
PLD vs SNY
-9.7%
+30.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.8% | -3.6% | +0.8% | -2.0% |
| 30D | -3.6% | -1.9% | -1.7% | -3.2% |
| 3M | -7.1% | -2.0% | -5.2% | -6.8% |
| 6M | +0.2% | +2.5% | -2.3% | -0.4% |
| YTD | +6.9% | -7.0% | +13.9% | +8.5% |
| 1Y | +25.0% | -4.4% | +29.4% | +25.9% |
| All | +21.1% | -9.7% | +30.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling