+505.3%
STM vs PLD
+1,606.2%
-1,101.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.1% | -10.3% | -11.5% |
| 7D | -20.1% | +0.4% | -20.5% | -20.2% |
| 30D | -32.0% | -0.1% | -31.9% | -31.9% |
| 3M | -24.2% | -7.9% | -16.2% | -21.4% |
| 6M | -29.9% | -7.0% | -23.0% | -28.3% |
| YTD | +54.9% | +3.1% | +51.8% | +51.6% |
| 1Y | +68.0% | +7.1% | +60.9% | +61.7% |
| 3Y | -0.1% | +32.9% | -33.0% | -12.9% |
| 5Y | -17.9% | +1.5% | -19.4% | -20.3% |
| 10Y | +392.2% | +245.9% | +146.4% | +188.0% |
| All | +505.3% | +1,606.2% | -1,101.0% | +63.2% |
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