-0.7%
PLD vs SO
+75.0%
-75.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.6% |
| 7D | -0.8% | -1.5% | +0.7% | 0.0% |
| 30D | -0.3% | +8.1% | -8.3% | -4.6% |
| 3M | -8.0% | +0.2% | -8.2% | -8.3% |
| 6M | -9.8% | +0.4% | -10.2% | -10.3% |
| YTD | +1.8% | +8.5% | -6.7% | -3.7% |
| 1Y | +5.6% | +4.9% | +0.7% | +1.8% |
| 3Y | +33.3% | +47.9% | -14.6% | -0.3% |
| All | -0.7% | +75.0% | -75.7% | -33.0% |
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