+33.0%
SPGI vs PLD
+33.1%
-0.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | +2.6% | +0.4% | +2.1% | +2.5% |
| 30D | +19.3% | -0.1% | +19.4% | +19.2% |
| 3M | +15.5% | -7.9% | +23.4% | +18.2% |
| 6M | +18.3% | -7.0% | +25.3% | +20.6% |
| YTD | -3.8% | +3.1% | -6.8% | -5.4% |
| 1Y | +1.3% | +7.1% | -5.7% | -1.6% |
| All | +33.0% | +33.1% | -0.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling