-5.1%
DASH vs PLD
+56.6%
-61.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -8.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -7.1% | -0.1% | -7.0% | -6.9% |
| 3M | -13.2% | -7.9% | -5.2% | -8.6% |
| 6M | +8.3% | -7.0% | +15.3% | +12.4% |
| YTD | -20.6% | +3.1% | -23.6% | -23.2% |
| 1Y | -24.4% | +7.1% | -31.5% | -28.8% |
| 3Y | +94.5% | +32.9% | +61.7% | +45.7% |
| 5Y | -9.4% | +1.5% | -11.0% | -15.6% |
| All | -5.1% | +56.6% | -61.6% | -24.5% |
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