+7.0%
PLD vs SPG
+33.2%
-26.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.3% | +2.0% | -0.6% | +0.1% |
| 30D | -1.4% | +17.2% | -18.6% | -10.6% |
| 3M | -8.2% | +6.3% | -14.5% | -11.5% |
| 6M | -8.0% | +18.7% | -26.7% | -17.2% |
| YTD | +3.2% | +30.1% | -26.9% | -11.0% |
| 1Y | +7.0% | +32.8% | -25.7% | -8.8% |
| All | +7.0% | +33.2% | -26.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling