+1,972.8%
STX vs PLD
+268.4%
+1,704.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +1.3% | +13.3% | +14.0% |
| 30D | -26.0% | -1.4% | -24.6% | -25.4% |
| 3M | -42.6% | -8.2% | -34.5% | -40.5% |
| 6M | -35.3% | -8.0% | -27.3% | -33.7% |
| YTD | +92.5% | +3.2% | +89.3% | +85.4% |
| 1Y | +102.4% | +7.0% | +95.4% | +91.4% |
| 3Y | +673.8% | +38.3% | +635.5% | +530.7% |
| 5Y | +463.1% | +0.2% | +462.9% | +423.6% |
| All | +1,972.8% | +268.4% | +1,704.5% | +925.3% |
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