+1.5%
PLD vs STRL
+788.2%
-786.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.9% | +11.7% | -0.8% |
| 7D | +0.4% | -34.6% | +35.0% | +4.2% |
| 30D | -0.1% | -56.7% | +56.6% | +8.0% |
| 3M | -7.9% | -54.4% | +46.5% | -1.3% |
| 6M | -7.0% | -69.7% | +62.7% | +2.9% |
| YTD | +3.1% | -20.2% | +23.3% | -2.1% |
| 1Y | +7.1% | -40.6% | +47.6% | +5.8% |
| 3Y | +32.9% | +221.7% | -188.8% | -9.3% |
| 5Y | +1.5% | +799.0% | -797.4% | -50.0% |
| All | +1.5% | +788.2% | -786.6% | -50.0% |
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