+1,621.7%
PLD vs STZ
+2,760.0%
-1,138.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.8% | +4.9% | -5.7% | -2.5% |
| 30D | -0.3% | +20.9% | -21.1% | -7.0% |
| 3M | -8.0% | +8.0% | -16.0% | -11.0% |
| 6M | -9.8% | -5.3% | -4.5% | -8.9% |
| YTD | +1.8% | +5.9% | -4.1% | -2.0% |
| 1Y | +5.6% | +14.2% | -8.6% | -1.2% |
| 3Y | +33.3% | -37.0% | +70.2% | +51.8% |
| 5Y | +0.3% | -29.7% | +30.0% | +9.6% |
| 10Y | +241.6% | +5.2% | +236.5% | +211.0% |
| All | +1,621.7% | +2,760.0% | -1,138.2% | +588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling