+257.2%
PLD vs STRL
+3,697.3%
-3,440.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.5% |
| 7D | +1.3% | +15.7% | -14.3% | -0.7% |
| 30D | -1.4% | -35.5% | +34.1% | +3.5% |
| 3M | -8.2% | -47.1% | +39.0% | -1.5% |
| 6M | -8.0% | -65.8% | +57.8% | +3.1% |
| YTD | +3.2% | -4.5% | +7.7% | -4.0% |
| 1Y | +7.0% | -10.5% | +17.5% | +0.2% |
| 3Y | +38.3% | +340.6% | -302.3% | -7.9% |
| 5Y | +0.2% | +911.0% | -910.8% | -44.8% |
| All | +257.2% | +3,697.3% | -3,440.1% | +45.5% |
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