+272.2%
PLD vs SPY
+311.8%
-39.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.3% |
| 30D | -1.8% | -2.4% | +0.5% | +0.2% |
| 3M | -6.0% | -1.2% | -4.9% | -5.2% |
| 6M | -8.4% | +3.3% | -11.7% | -11.8% |
| YTD | +4.2% | +12.3% | -8.1% | -7.6% |
| 1Y | +6.2% | +12.4% | -6.2% | -6.0% |
| 3Y | +37.0% | +78.8% | -41.8% | -23.8% |
| 5Y | +1.2% | +75.2% | -74.0% | -42.6% |
| 10Y | +272.2% | +311.1% | -38.9% | -3.8% |
| All | +272.2% | +311.8% | -39.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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