+267.4%
PLD vs SPY
+304.1%
-36.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.3% |
| 30D | +0.5% | -3.7% | +4.2% | +3.9% |
| 3M | -5.5% | -2.7% | -2.7% | -3.2% |
| 6M | -8.3% | +2.2% | -10.5% | -10.8% |
| YTD | +4.3% | +10.8% | -6.5% | -6.4% |
| 1Y | +7.4% | +11.2% | -3.8% | -4.0% |
| 3Y | +37.1% | +76.5% | -39.4% | -22.8% |
| 5Y | +1.3% | +72.9% | -71.6% | -41.8% |
| 10Y | +267.4% | +304.8% | -37.4% | -5.1% |
| All | +267.4% | +304.1% | -36.7% | -5.1% |
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