+1.9%
PLD vs STRL
+916.0%
-914.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +15.0% | -12.1% | +1.3% |
| 7D | +0.7% | -13.3% | +14.0% | +1.5% |
| 30D | +0.8% | -43.3% | +44.2% | +6.0% |
| 3M | -6.1% | -46.9% | +40.7% | -0.9% |
| 6M | -8.0% | -65.6% | +57.6% | +0.6% |
| YTD | +4.7% | -5.1% | +9.7% | -2.3% |
| 1Y | +7.2% | -23.1% | +30.3% | +2.7% |
| 3Y | +39.2% | +346.8% | -307.6% | -9.3% |
| 5Y | +1.9% | +907.2% | -905.3% | -49.9% |
| All | +1.9% | +916.0% | -914.1% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling