+256.9%
PLD vs STRL
+3,816.9%
-3,560.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | 0.0% | +23.4% | -23.4% | -2.8% |
| 30D | -3.7% | -39.5% | +35.8% | +1.9% |
| 3M | -7.9% | -45.1% | +37.1% | -1.7% |
| 6M | -9.2% | -64.6% | +55.4% | +1.3% |
| YTD | +3.1% | -1.5% | +4.6% | -4.4% |
| 1Y | +6.2% | -20.8% | +27.0% | +1.4% |
| 3Y | +35.4% | +353.1% | -317.7% | -10.1% |
| 5Y | +0.1% | +942.9% | -942.8% | -45.0% |
| All | +256.9% | +3,816.9% | -3,560.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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