+3,635.3%
STX vs PLD
+236.1%
+3,399.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.7% |
| 7D | +2.4% | -2.4% | +4.7% | +3.4% |
| 30D | +1.4% | -2.4% | +3.8% | +2.4% |
| 3M | -8.2% | -3.8% | -4.4% | -7.6% |
| 6M | +127.0% | 0.0% | +127.0% | +124.1% |
| YTD | +209.1% | +9.2% | +199.9% | +190.7% |
| 1Y | +365.4% | +25.9% | +339.5% | +306.6% |
| 3Y | +1,135.4% | +21.3% | +1,114.1% | +976.2% |
| 5Y | +991.5% | +14.1% | +977.4% | +853.7% |
| All | +3,635.3% | +236.1% | +3,399.1% | +1,851.5% |
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