+1.9%
PLD vs SO
+79.3%
-77.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.3% |
| 30D | +0.8% | +8.6% | -7.8% | -3.8% |
| 3M | -6.1% | +1.8% | -7.9% | -7.2% |
| 6M | -8.0% | +3.6% | -11.6% | -10.1% |
| YTD | +4.7% | +9.9% | -5.3% | -1.7% |
| 1Y | +7.2% | +5.7% | +1.5% | +3.0% |
| 3Y | +39.2% | +52.5% | -13.3% | +2.0% |
| 5Y | +1.9% | +77.3% | -75.4% | -31.5% |
| All | +1.9% | +79.3% | -77.4% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling