+256.8%
PLD vs STT
+210.2%
+46.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.7% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +0.8% | -2.3% | +3.2% | +1.6% |
| 3M | -6.1% | -7.5% | +1.4% | -3.7% |
| 6M | -8.0% | +14.9% | -22.9% | -12.7% |
| YTD | +4.7% | +34.9% | -30.2% | -6.5% |
| 1Y | +7.2% | +47.1% | -39.9% | -7.2% |
| 3Y | +39.2% | +179.6% | -140.4% | -3.7% |
| 5Y | +1.9% | +107.1% | -105.2% | -25.0% |
| 10Y | +256.8% | +199.4% | +57.4% | +122.1% |
| All | +256.8% | +210.2% | +46.6% | +122.1% |
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