+234.3%
PLD vs STLA
+51.8%
+182.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -2.4% | +2.6% | -5.0% | -3.0% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | -3.8% | -24.8% | +21.0% | +2.3% |
| 6M | 0.0% | -25.6% | +25.6% | +6.1% |
| YTD | +9.2% | -48.9% | +58.2% | +25.3% |
| 1Y | +25.9% | -38.8% | +64.7% | +36.6% |
| 3Y | +21.3% | -64.5% | +85.8% | +46.3% |
| 5Y | +14.1% | -62.4% | +76.6% | +31.9% |
| All | +234.3% | +51.8% | +182.5% | +195.2% |
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