+33.3%
PLD vs STLA
-74.0%
+107.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | -4.5% | +3.7% | 0.0% |
| 30D | -0.3% | -3.9% | +3.6% | +0.3% |
| 3M | -8.0% | -20.2% | +12.2% | -4.4% |
| 6M | -9.8% | -42.2% | +32.4% | +0.1% |
| YTD | +1.8% | -59.3% | +61.1% | +20.8% |
| 1Y | +5.6% | -56.1% | +61.7% | +22.3% |
| 3Y | +33.3% | -73.7% | +106.9% | +58.6% |
| All | +33.3% | -74.0% | +107.3% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling