+14.5%
PLD vs SONY
+16.3%
-1.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -2.4% | +9.4% | -11.9% | -5.3% |
| 3M | -3.8% | +10.5% | -14.3% | -7.2% |
| 6M | 0.0% | +11.7% | -11.7% | -4.3% |
| YTD | +9.2% | -4.1% | +13.3% | +10.0% |
| 1Y | +25.9% | -11.8% | +37.7% | +29.9% |
| 3Y | +21.3% | +45.9% | -24.6% | +1.8% |
| All | +14.5% | +16.3% | -1.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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