+828.4%
SPYM vs PLD
+508.4%
+320.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +0.1% | -2.4% | +2.5% | +0.7% |
| 3M | +2.0% | -3.8% | +5.8% | +2.8% |
| 6M | +13.1% | 0.0% | +13.0% | +12.7% |
| YTD | +13.6% | +9.2% | +4.4% | +10.4% |
| 1Y | +20.1% | +25.9% | -5.8% | +12.1% |
| 3Y | +77.6% | +21.3% | +56.3% | +65.1% |
| 5Y | +82.5% | +14.1% | +68.4% | +71.0% |
| 10Y | +317.6% | +237.9% | +79.7% | +195.2% |
| All | +828.4% | +508.4% | +320.0% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling