+1,621.7%
PLD vs SPY
+1,151.5%
+470.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -0.8% | -2.7% | +1.9% | +2.0% |
| 30D | -0.3% | -5.4% | +5.1% | +5.6% |
| 3M | -8.0% | -4.1% | -3.9% | -4.1% |
| 6M | -9.8% | +0.7% | -10.5% | -11.2% |
| YTD | +1.8% | +8.7% | -6.9% | -7.9% |
| 1Y | +5.6% | +10.9% | -5.3% | -6.7% |
| 3Y | +33.3% | +75.0% | -41.7% | -28.9% |
| 5Y | +0.3% | +67.8% | -67.5% | -44.0% |
| 10Y | +241.6% | +312.9% | -71.2% | -30.8% |
| All | +1,621.7% | +1,151.5% | +470.3% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling