+751.6%
PLD vs STLA
+190.5%
+561.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.3% |
| 7D | +0.4% | -5.5% | +5.9% | +1.4% |
| 30D | -0.1% | -3.7% | +3.6% | +0.3% |
| 3M | -7.9% | -21.1% | +13.2% | -4.5% |
| 6M | -7.0% | -38.3% | +31.4% | +0.5% |
| YTD | +3.1% | -59.2% | +62.3% | +18.9% |
| 1Y | +7.1% | -56.7% | +63.8% | +21.8% |
| 3Y | +32.9% | -74.3% | +107.2% | +62.3% |
| 5Y | +1.5% | -70.2% | +71.8% | +18.6% |
| 10Y | +245.9% | +23.4% | +222.5% | +214.8% |
| All | +751.6% | +190.5% | +561.0% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling