+78.1%
STM vs PLD
+5.4%
+72.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +4.8% |
| 7D | -10.7% | -0.8% | -9.9% | -10.4% |
| 30D | -25.7% | -0.3% | -25.5% | -25.5% |
| 3M | -21.6% | -8.0% | -13.5% | -19.8% |
| 6M | -27.8% | -9.8% | -18.0% | -26.2% |
| YTD | +61.8% | +1.8% | +60.0% | +59.3% |
| 1Y | +78.1% | +5.6% | +72.5% | +73.1% |
| All | +78.1% | +5.4% | +72.7% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling