+1,643.3%
PLD vs SO
+2,320.3%
-677.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -0.1% | +9.2% | -9.3% | -5.2% |
| 3M | -7.9% | +1.1% | -9.0% | -8.7% |
| 6M | -7.0% | -1.1% | -5.9% | -6.8% |
| YTD | +3.1% | +9.7% | -6.6% | -3.0% |
| 1Y | +7.1% | +5.5% | +1.6% | +3.0% |
| 3Y | +32.9% | +47.0% | -14.2% | +3.6% |
| 5Y | +1.5% | +77.6% | -76.0% | -29.2% |
| 10Y | +245.9% | +181.0% | +64.9% | +83.7% |
| All | +1,643.3% | +2,320.3% | -677.0% | +493.4% |
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