+257.2%
PLD vs STLA
-4.1%
+261.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +1.3% | -13.8% | +15.1% | +4.8% |
| 30D | -1.4% | -10.5% | +9.2% | +0.8% |
| 3M | -8.2% | -28.9% | +20.7% | -1.5% |
| 6M | -8.0% | -49.7% | +41.7% | +6.8% |
| YTD | +3.2% | -64.9% | +68.1% | +28.7% |
| 1Y | +7.0% | -64.0% | +71.1% | +32.3% |
| 3Y | +38.3% | -77.4% | +115.7% | +85.4% |
| 5Y | +0.2% | -74.4% | +74.6% | +26.4% |
| All | +257.2% | -4.1% | +261.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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