+257.2%
PLD vs SPYG
+393.2%
-136.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +1.3% | +2.3% | -1.0% | -0.3% |
| 30D | -1.4% | -6.5% | +5.1% | +3.2% |
| 3M | -8.2% | -6.8% | -1.3% | -3.7% |
| 6M | -8.0% | -3.1% | -4.9% | -7.1% |
| YTD | +3.2% | +8.0% | -4.9% | -4.6% |
| 1Y | +7.0% | +10.2% | -3.2% | -2.7% |
| 3Y | +38.3% | +91.0% | -52.7% | -21.7% |
| 5Y | +0.2% | +67.7% | -67.6% | -37.7% |
| All | +257.2% | +393.2% | -136.0% | -9.6% |
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