+1,377.5%
PLD vs SPYG
+564.9%
+812.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -2.4% | -0.4% | -2.0% | -2.1% |
| 3M | -3.8% | +0.5% | -4.3% | -5.3% |
| 6M | 0.0% | +17.5% | -17.4% | -14.8% |
| YTD | +9.2% | +14.3% | -5.1% | -5.1% |
| 1Y | +25.9% | +21.7% | +4.2% | +2.8% |
| 3Y | +21.3% | +98.6% | -77.3% | -39.2% |
| 5Y | +14.1% | +85.1% | -71.0% | -40.2% |
| 10Y | +237.9% | +412.0% | -174.2% | -35.6% |
| All | +1,377.5% | +564.9% | +812.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling