+236.9%
PLD vs SO
+156.1%
+80.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -2.4% | -4.6% | +2.1% | +0.5% |
| 3M | -3.8% | -3.0% | -0.8% | -2.1% |
| 6M | 0.0% | -8.3% | +8.3% | +5.3% |
| YTD | +9.2% | +3.5% | +5.7% | +6.0% |
| 1Y | +25.9% | -0.9% | +26.8% | +25.4% |
| 3Y | +21.3% | +45.4% | -24.0% | -8.4% |
| 5Y | +14.1% | +59.6% | -45.5% | -19.5% |
| All | +236.9% | +156.1% | +80.9% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling