+272.2%
PLD vs STRL
+4,073.8%
-3,801.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.7% |
| 7D | -1.0% | +7.1% | -8.1% | -2.1% |
| 30D | -1.8% | -39.4% | +37.5% | +3.8% |
| 3M | -6.0% | -43.0% | +36.9% | -0.2% |
| 6M | -8.4% | -65.0% | +56.6% | +2.4% |
| YTD | +4.2% | -0.8% | +5.0% | -3.4% |
| 1Y | +6.2% | -20.3% | +26.5% | +1.3% |
| 3Y | +37.0% | +356.5% | -319.5% | -9.2% |
| 5Y | +1.2% | +952.8% | -951.7% | -44.6% |
| 10Y | +272.2% | +3,877.1% | -3,604.9% | +49.5% |
| All | +272.2% | +4,073.8% | -3,801.6% | +49.5% |
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