+272.2%
PLD vs SSNC
+186.8%
+85.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.8% | -1.9% | +0.1% | -1.3% |
| 3M | -6.0% | -0.2% | -5.9% | -6.5% |
| 6M | -8.4% | +19.4% | -27.8% | -16.3% |
| YTD | +4.2% | -8.1% | +12.3% | +6.1% |
| 1Y | +6.2% | -5.3% | +11.5% | +6.5% |
| 3Y | +37.0% | +56.9% | -19.9% | +8.6% |
| 5Y | +1.2% | +8.0% | -6.9% | -7.3% |
| 10Y | +272.2% | +183.6% | +88.6% | +161.2% |
| All | +272.2% | +186.8% | +85.4% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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