+240.3%
PLD vs SSNC
+164.2%
+76.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.7% | +2.5% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | -1.2% | +1.9% | -3.1% | -2.1% |
| 3M | -2.3% | +18.4% | -20.7% | -9.9% |
| 6M | +4.5% | +7.0% | -2.5% | +0.4% |
| YTD | +10.1% | -6.9% | +17.1% | +11.9% |
| 1Y | +25.9% | -8.2% | +34.1% | +28.4% |
| 3Y | +24.4% | +50.5% | -26.1% | +0.8% |
| 5Y | +15.5% | +17.4% | -1.9% | +2.7% |
| 10Y | +240.3% | +164.9% | +75.4% | +129.5% |
| All | +240.3% | +164.2% | +76.1% | +129.5% |
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