+267.4%
PLD vs STLA
+12.4%
+255.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.5% |
| 7D | +0.8% | -4.9% | +5.7% | +1.9% |
| 30D | +0.5% | -4.9% | +5.4% | +1.3% |
| 3M | -5.5% | -23.7% | +18.2% | -0.2% |
| 6M | -8.3% | -45.0% | +36.6% | +4.1% |
| YTD | +4.3% | -60.9% | +65.2% | +26.7% |
| 1Y | +7.4% | -58.9% | +66.3% | +28.4% |
| 3Y | +37.1% | -74.4% | +111.5% | +78.1% |
| 5Y | +1.3% | -71.5% | +72.9% | +24.5% |
| 10Y | +267.4% | +5.3% | +262.2% | +260.1% |
| All | +267.4% | +12.4% | +255.0% | +260.1% |
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