+15.5%
PLD vs SPYG
+84.3%
-68.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.6% |
| 30D | -1.2% | -1.6% | +0.4% | -0.3% |
| 3M | -2.3% | +3.4% | -5.7% | -4.8% |
| 6M | +4.5% | +18.9% | -14.4% | -7.2% |
| YTD | +10.1% | +13.8% | -3.7% | +0.3% |
| 1Y | +25.9% | +20.6% | +5.3% | +10.0% |
| 3Y | +24.4% | +100.5% | -76.1% | -26.6% |
| 5Y | +15.5% | +84.6% | -69.2% | -32.5% |
| All | +15.5% | +84.3% | -68.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling