+240.1%
PLD vs SYK
+173.6%
+66.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | -2.8% | -12.3% | +9.5% | +3.2% |
| 30D | -3.6% | -22.4% | +18.8% | +8.5% |
| 3M | -7.1% | -12.3% | +5.2% | -2.3% |
| 6M | +0.2% | -24.3% | +24.5% | +13.0% |
| YTD | +6.9% | -22.8% | +29.7% | +18.8% |
| 1Y | +25.0% | -28.8% | +53.8% | +44.6% |
| 3Y | +20.8% | -4.0% | +24.7% | +19.3% |
| 5Y | +16.2% | +3.8% | +12.3% | +7.8% |
| All | +240.1% | +173.6% | +66.5% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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