+1,747.8%
PLD vs SPY
+1,207.6%
+540.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | -3.8% | +2.0% | -5.8% | -6.3% |
| 6M | 0.0% | +13.0% | -13.0% | -12.8% |
| YTD | +9.2% | +13.5% | -4.3% | -5.5% |
| 1Y | +25.9% | +20.0% | +5.9% | +2.4% |
| 3Y | +21.3% | +77.2% | -55.9% | -35.8% |
| 5Y | +14.1% | +81.9% | -67.7% | -41.6% |
| 10Y | +237.9% | +314.1% | -76.2% | -31.4% |
| All | +1,747.8% | +1,207.6% | +540.2% | +59.3% |
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