+14.8%
SPYM vs PLD
+9.3%
+5.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | -0.7% | +4.9% | -5.6% | -1.4% |
| 30D | -1.1% | +2.6% | -3.6% | -1.4% |
| 3M | -0.3% | -4.8% | +4.5% | +0.4% |
| 6M | +7.3% | -3.9% | +11.2% | +7.4% |
| YTD | +13.4% | +5.3% | +8.1% | +11.7% |
| 1Y | +14.8% | +9.3% | +5.6% | +12.4% |
| All | +14.8% | +9.3% | +5.6% | +12.4% |
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