+102.1%
DASH vs PLD
+33.1%
+69.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -8.7% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -7.1% | -0.1% | -7.0% | -7.0% |
| 3M | -13.2% | -7.9% | -5.2% | -10.7% |
| 6M | +8.3% | -7.0% | +15.3% | +10.6% |
| YTD | -20.6% | +3.1% | -23.6% | -21.7% |
| 1Y | -24.4% | +7.1% | -31.5% | -26.6% |
| All | +102.1% | +33.1% | +69.0% | +68.3% |
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 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