-0.7%
PLD vs SPG
+74.6%
-75.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.8% |
| 7D | -0.8% | +4.9% | -5.7% | -3.9% |
| 30D | -0.3% | +15.6% | -15.9% | -9.6% |
| 3M | -8.0% | +4.1% | -12.1% | -10.6% |
| 6M | -9.8% | +13.6% | -23.4% | -17.4% |
| YTD | +1.8% | +27.5% | -25.8% | -13.9% |
| 1Y | +5.6% | +32.2% | -26.6% | -12.9% |
| 3Y | +33.3% | +126.0% | -92.7% | -22.5% |
| All | -0.7% | +74.6% | -75.2% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling