+1,430.2%
PLD vs SRE
+1,424.7%
+5.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | 0.0% |
| 7D | -0.8% | -9.2% | +8.4% | +4.8% |
| 30D | -0.3% | -1.9% | +1.6% | +0.7% |
| 3M | -8.0% | -6.5% | -1.5% | -4.8% |
| 6M | -9.8% | -15.2% | +5.4% | -1.4% |
| YTD | +1.8% | -9.5% | +11.2% | +6.7% |
| 1Y | +5.6% | -13.2% | +18.8% | +13.3% |
| 3Y | +33.3% | +19.5% | +13.8% | +14.4% |
| 5Y | +0.3% | +43.6% | -43.3% | -23.1% |
| 10Y | +241.6% | +109.9% | +131.7% | +99.3% |
| All | +1,430.2% | +1,424.7% | +5.5% | +368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling