+39.2%
PLD vs STLA
-73.7%
+112.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | +0.7% | -6.4% | +7.1% | +1.9% |
| 30D | +0.8% | -1.3% | +2.2% | +0.8% |
| 3M | -6.1% | -19.9% | +13.8% | -2.5% |
| 6M | -8.0% | -42.9% | +34.9% | +2.3% |
| YTD | +4.7% | -59.4% | +64.1% | +24.2% |
| 1Y | +7.2% | -56.8% | +64.0% | +24.7% |
| 3Y | +39.2% | -73.1% | +112.3% | +66.9% |
| All | +39.2% | -73.7% | +112.9% | +66.9% |
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