+678.9%
STM vs PLD
+236.1%
+442.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +5.8% | -2.4% | +8.2% | +7.3% |
| 30D | -1.0% | -2.4% | +1.4% | +0.4% |
| 3M | -33.3% | -3.8% | -29.5% | -32.5% |
| 6M | +57.4% | 0.0% | +57.3% | +55.7% |
| YTD | +102.2% | +9.2% | +93.0% | +88.6% |
| 1Y | +99.6% | +25.9% | +73.7% | +69.9% |
| 3Y | +14.5% | +21.3% | -6.8% | -2.4% |
| 5Y | +21.4% | +14.1% | +7.2% | +5.2% |
| All | +678.9% | +236.1% | +442.8% | +303.0% |
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