+231.7%
PLD vs STRL
+3,580.1%
-3,348.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -0.8% | -26.9% | +26.1% | +2.6% |
| 30D | -0.3% | -52.7% | +52.4% | +8.9% |
| 3M | -8.0% | -52.8% | +44.8% | +0.1% |
| 6M | -9.8% | -71.5% | +61.7% | +3.4% |
| YTD | +1.8% | -17.4% | +19.2% | -3.2% |
| 1Y | +5.6% | -35.0% | +40.6% | +3.7% |
| 3Y | +33.3% | +239.2% | -206.0% | -7.1% |
| 5Y | +0.3% | +830.2% | -829.9% | -43.5% |
| All | +231.7% | +3,580.1% | -3,348.4% | +57.2% |
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