+7.4%
PLD vs STZ
+17.1%
-9.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.8% | +5.3% | -4.6% | 0.0% |
| 30D | +0.5% | +19.6% | -19.1% | -2.3% |
| 3M | -5.5% | +10.0% | -15.5% | -6.9% |
| 6M | -8.3% | -0.3% | -8.1% | -8.4% |
| YTD | +4.3% | +8.6% | -4.3% | +1.2% |
| 1Y | +7.4% | +16.6% | -9.2% | +0.4% |
| All | +7.4% | +17.1% | -9.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling