+307.3%
SPY vs PLD
+248.8%
+58.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -3.3% | +0.8% | -4.1% | -3.7% |
| 3M | -2.4% | -6.1% | +3.7% | +0.1% |
| 6M | +2.6% | -8.0% | +10.6% | +5.6% |
| YTD | +11.2% | +4.7% | +6.6% | +8.0% |
| 1Y | +13.4% | +7.2% | +6.2% | +8.9% |
| 3Y | +79.9% | +39.2% | +40.7% | +48.9% |
| 5Y | +72.2% | +1.9% | +70.3% | +61.0% |
| 10Y | +307.3% | +256.8% | +50.6% | +134.9% |
| All | +307.3% | +248.8% | +58.5% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling