+444.1%
STM vs PLD
+254.7%
+189.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -7.9% | +0.8% | -8.7% | -8.3% |
| 30D | -14.1% | +0.5% | -14.6% | -14.3% |
| 3M | -17.6% | -5.5% | -12.1% | -14.8% |
| 6M | -24.2% | -8.3% | -15.9% | -21.1% |
| YTD | +73.3% | +4.3% | +69.0% | +66.2% |
| 1Y | +90.1% | +7.4% | +82.7% | +78.9% |
| 3Y | +10.3% | +37.1% | -26.7% | -12.9% |
| 5Y | -5.7% | +1.3% | -7.1% | -12.1% |
| 10Y | +444.1% | +267.4% | +176.7% | +181.6% |
| All | +444.1% | +254.7% | +189.4% | +181.6% |
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