+956.9%
PLD vs SNY
+245.1%
+711.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.1% |
| 7D | -0.9% | -2.7% | +1.9% | +0.5% |
| 30D | -1.2% | -0.7% | -0.5% | -0.9% |
| 3M | -2.3% | -1.6% | -0.7% | -1.8% |
| 6M | +4.5% | +2.3% | +2.3% | +2.8% |
| YTD | +10.1% | -6.0% | +16.1% | +12.8% |
| 1Y | +25.9% | -2.7% | +28.6% | +26.0% |
| 3Y | +24.4% | -7.5% | +31.9% | +22.3% |
| 5Y | +15.5% | +6.7% | +8.8% | +1.8% |
| 10Y | +240.3% | +62.3% | +178.0% | +125.4% |
| All | +956.9% | +245.1% | +711.8% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling