+1,747.8%
PLD vs SO
+2,184.6%
-436.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -3.8% | -3.0% | -0.8% | -2.2% |
| 6M | 0.0% | -8.3% | +8.3% | +4.8% |
| YTD | +9.2% | +3.5% | +5.7% | +6.5% |
| 1Y | +25.9% | -0.9% | +26.8% | +25.6% |
| 3Y | +21.3% | +45.4% | -24.0% | -4.7% |
| 5Y | +14.1% | +59.6% | -45.5% | -15.3% |
| 10Y | +237.9% | +156.6% | +81.3% | +89.4% |
| All | +1,747.8% | +2,184.6% | -436.8% | +551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling