+596.2%
STX vs PLD
+33.1%
+563.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.1% | -14.1% | -15.6% |
| 7D | -33.4% | +0.4% | -33.8% | -33.4% |
| 30D | -42.1% | -0.1% | -42.0% | -42.0% |
| 3M | -44.3% | -7.9% | -36.3% | -42.9% |
| 6M | -39.4% | -7.0% | -32.4% | -38.7% |
| YTD | +70.0% | +3.1% | +66.9% | +63.4% |
| 1Y | +70.2% | +7.1% | +63.1% | +60.6% |
| All | +596.2% | +33.1% | +563.1% | +485.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling