+7.4%
DASH vs PLD
+14.8%
-7.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | -10.6% | -2.4% | -8.2% | -9.2% |
| 30D | +2.2% | -2.4% | +4.6% | +3.7% |
| 3M | +32.3% | -3.8% | +36.1% | +34.9% |
| 6M | +19.1% | 0.0% | +19.1% | +18.1% |
| YTD | -6.5% | +9.2% | -15.7% | -13.0% |
| 1Y | -14.9% | +25.9% | -40.8% | -28.6% |
| 3Y | +151.9% | +21.3% | +130.6% | +104.8% |
| All | +7.4% | +14.8% | -7.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling