+802.6%
PLD vs STLA
+263.8%
+538.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -2.4% | +2.6% | -5.0% | -2.9% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | -3.8% | -24.8% | +21.0% | +0.9% |
| 6M | 0.0% | -25.6% | +25.6% | +4.8% |
| YTD | +9.2% | -48.9% | +58.2% | +21.5% |
| 1Y | +25.9% | -38.8% | +64.7% | +34.4% |
| 3Y | +21.3% | -64.5% | +85.8% | +40.4% |
| 5Y | +14.1% | -62.4% | +76.6% | +28.3% |
| 10Y | +237.9% | +55.4% | +182.5% | +196.1% |
| All | +802.6% | +263.8% | +538.8% | +641.5% |
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