-0.7%
PLD vs STRL
+906.9%
-907.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.4% |
| 7D | +1.3% | +15.7% | -14.3% | -0.2% |
| 30D | -1.4% | -35.5% | +34.1% | +2.4% |
| 3M | -8.2% | -47.1% | +39.0% | -3.0% |
| 6M | -8.0% | -65.8% | +57.8% | +0.6% |
| YTD | +3.2% | -4.5% | +7.7% | -3.8% |
| 1Y | +7.0% | -10.5% | +17.5% | +0.3% |
| 3Y | +38.3% | +340.6% | -302.3% | -9.8% |
| All | -0.7% | +906.9% | -907.6% | -51.4% |
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