+257.2%
PLD vs SPG
+113.9%
+143.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.3% | +2.0% | -0.6% | +0.7% |
| 30D | -1.4% | +17.2% | -18.6% | -6.6% |
| 3M | -8.2% | +6.3% | -14.5% | -10.1% |
| 6M | -8.0% | +18.7% | -26.7% | -13.2% |
| YTD | +3.2% | +30.1% | -26.9% | -5.6% |
| 1Y | +7.0% | +32.8% | -25.7% | -2.8% |
| 3Y | +38.3% | +133.6% | -95.3% | +6.0% |
| 5Y | +0.2% | +84.4% | -84.2% | -19.2% |
| All | +257.2% | +113.9% | +143.3% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling