+240.3%
PLD vs SRE
+121.7%
+118.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.6% |
| 30D | -1.2% | +1.9% | -3.1% | -2.5% |
| 3M | -2.3% | -3.3% | +1.0% | -0.9% |
| 6M | +4.5% | -6.4% | +10.9% | +7.8% |
| YTD | +10.1% | -1.8% | +12.0% | +10.3% |
| 1Y | +25.9% | +10.7% | +15.1% | +17.6% |
| 3Y | +24.4% | +31.8% | -7.4% | +1.0% |
| 5Y | +15.5% | +49.2% | -33.8% | -13.0% |
| 10Y | +240.3% | +118.5% | +121.8% | +105.1% |
| All | +240.3% | +121.7% | +118.6% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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