+249.9%
PLD vs SPYG
+412.5%
-162.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -2.2% | -1.7% | -0.5% | -1.1% |
| 3M | -7.4% | +3.6% | -11.0% | -10.4% |
| 6M | +1.9% | +16.6% | -14.7% | -10.2% |
| YTD | +7.9% | +13.4% | -5.5% | -3.2% |
| 1Y | +25.1% | +19.6% | +5.5% | +7.2% |
| 3Y | +21.9% | +99.8% | -77.9% | -32.9% |
| 5Y | +16.3% | +85.0% | -68.6% | -33.0% |
| 10Y | +249.9% | +422.1% | -172.2% | -19.3% |
| All | +249.9% | +412.5% | -162.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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