+236.9%
PLD vs STRL
+7,064.8%
-6,827.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.5% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | -2.4% | -9.2% | +6.8% | -1.4% |
| 3M | -3.8% | -51.0% | +47.3% | +4.4% |
| 6M | 0.0% | +15.8% | -15.7% | -6.6% |
| YTD | +9.2% | +58.9% | -49.6% | -3.5% |
| 1Y | +25.9% | +68.5% | -42.6% | +8.7% |
| 3Y | +21.3% | +485.2% | -463.9% | -19.8% |
| 5Y | +14.1% | +2,005.1% | -1,991.0% | -41.7% |
| All | +236.9% | +7,064.8% | -6,827.9% | +32.5% |
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