+1,883.6%
STX vs PLD
+236.3%
+1,647.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -28.5% | -0.8% | -27.7% | -28.2% |
| 30D | -42.9% | -0.3% | -42.6% | -42.8% |
| 3M | -45.9% | -8.0% | -37.9% | -44.0% |
| 6M | -41.3% | -9.8% | -31.5% | -39.4% |
| YTD | +67.9% | +1.8% | +66.2% | +62.7% |
| 1Y | +66.5% | +5.6% | +60.9% | +58.4% |
| 3Y | +588.0% | +33.3% | +554.7% | +471.5% |
| 5Y | +449.1% | +0.3% | +448.8% | +410.1% |
| All | +1,883.6% | +236.3% | +1,647.4% | +993.4% |
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