+75.0%
SPY vs PLD
+31.5%
+43.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -5.4% | -0.3% | -5.1% | -5.4% |
| 3M | -4.1% | -8.0% | +3.9% | -1.9% |
| 6M | +0.7% | -9.8% | +10.5% | +3.3% |
| YTD | +8.7% | +1.8% | +6.9% | +7.2% |
| 1Y | +10.9% | +5.6% | +5.3% | +8.1% |
| 3Y | +75.0% | +33.3% | +41.7% | +55.6% |
| All | +75.0% | +31.5% | +43.5% | +55.6% |
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