+788.7%
SPYM vs PLD
+466.9%
+321.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -5.4% | -0.3% | -5.1% | -5.3% |
| 3M | -4.1% | -8.0% | +4.0% | -1.9% |
| 6M | +0.8% | -9.8% | +10.6% | +3.3% |
| YTD | +8.8% | +1.8% | +7.0% | +7.7% |
| 1Y | +11.0% | +5.6% | +5.4% | +8.7% |
| 3Y | +75.5% | +33.3% | +42.2% | +59.1% |
| 5Y | +68.4% | +0.3% | +68.2% | +63.3% |
| 10Y | +316.1% | +241.6% | +74.5% | +194.2% |
| All | +788.7% | +466.9% | +321.8% | +376.1% |
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