+78.0%
SPYM vs PLD
+36.4%
+41.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +1.3% | +1.2% | +2.2% |
| 30D | -2.0% | -1.4% | -0.6% | -1.6% |
| 3M | -2.8% | -8.2% | +5.4% | -0.6% |
| 6M | +2.2% | -8.0% | +10.2% | +4.1% |
| YTD | +11.5% | +3.2% | +8.4% | +9.6% |
| 1Y | +13.5% | +7.0% | +6.5% | +10.3% |
| 3Y | +78.0% | +38.3% | +39.7% | +57.8% |
| All | +78.0% | +36.4% | +41.7% | +57.8% |
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