-5.2%
DASH vs PLD
+54.6%
-59.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +0.4% | -0.8% | +1.2% | +1.1% |
| 30D | -6.0% | -0.3% | -5.8% | -5.8% |
| 3M | -15.8% | -8.0% | -7.7% | -11.2% |
| 6M | +7.0% | -9.8% | +16.8% | +13.2% |
| YTD | -20.7% | +1.8% | -22.4% | -22.7% |
| 1Y | -8.5% | +5.6% | -14.1% | -13.1% |
| 3Y | +101.8% | +33.3% | +68.5% | +50.2% |
| 5Y | -9.6% | +0.3% | -9.9% | -15.0% |
| All | -5.2% | +54.6% | -59.8% | -24.1% |
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