-12.5%
SPGI vs PLD
+27.5%
-39.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +8.4% | -2.4% | +10.8% | +8.8% |
| 3M | +11.8% | -3.8% | +15.6% | +12.2% |
| 6M | +5.7% | 0.0% | +5.7% | +5.5% |
| YTD | -9.7% | +9.2% | -18.9% | -9.9% |
| 1Y | -12.5% | +25.9% | -38.4% | -13.4% |
| All | -12.5% | +27.5% | -39.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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