+231.7%
PLD vs STT
+204.5%
+27.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -0.3% | -5.0% | +4.7% | +1.4% |
| 3M | -8.0% | -10.5% | +2.4% | -4.6% |
| 6M | -9.8% | +10.0% | -19.8% | -13.1% |
| YTD | +1.8% | +30.7% | -28.9% | -8.0% |
| 1Y | +5.6% | +43.8% | -38.2% | -7.8% |
| 3Y | +33.3% | +168.1% | -134.8% | -6.2% |
| 5Y | +0.3% | +101.4% | -101.1% | -25.3% |
| All | +231.7% | +204.5% | +27.1% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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