-0.7%
PLD vs STZ
-29.4%
+28.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.3% | +2.6% | -1.2% | +0.4% |
| 30D | -1.4% | +15.2% | -16.6% | -6.6% |
| 3M | -8.2% | +7.6% | -15.8% | -11.0% |
| 6M | -8.0% | +5.3% | -13.3% | -10.4% |
| YTD | +3.2% | +8.6% | -5.5% | -2.4% |
| 1Y | +7.0% | +15.6% | -8.5% | -1.7% |
| 3Y | +38.3% | -35.2% | +73.4% | +62.6% |
| All | -0.7% | -29.4% | +28.6% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling