+1,643.3%
PLD vs SPG
+2,892.9%
-1,249.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.5% |
| 7D | +0.4% | +5.0% | -4.6% | -3.0% |
| 30D | -0.1% | +12.3% | -12.4% | -8.0% |
| 3M | -7.9% | +1.9% | -9.8% | -9.3% |
| 6M | -7.0% | +14.4% | -21.4% | -15.6% |
| YTD | +3.1% | +26.5% | -23.4% | -13.1% |
| 1Y | +7.1% | +30.7% | -23.6% | -11.8% |
| 3Y | +32.9% | +122.6% | -89.7% | -25.2% |
| 5Y | +1.5% | +73.3% | -71.8% | -33.9% |
| 10Y | +245.9% | +111.1% | +134.8% | +30.3% |
| All | +1,643.3% | +2,892.9% | -1,249.6% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling