+317.0%
SPYM vs PLD
+235.8%
+81.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +1.1% |
| 30D | +0.1% | -2.4% | +2.5% | +1.1% |
| 3M | +2.0% | -3.8% | +5.8% | +3.2% |
| 6M | +13.1% | 0.0% | +13.0% | +12.3% |
| YTD | +13.6% | +9.2% | +4.4% | +8.4% |
| 1Y | +20.1% | +25.9% | -5.8% | +7.4% |
| 3Y | +77.6% | +21.3% | +56.3% | +56.9% |
| 5Y | +82.5% | +14.1% | +68.4% | +62.0% |
| All | +317.0% | +235.8% | +81.2% | +138.6% |
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 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