+208.4%
DHR vs PLD
+238.6%
-30.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -0.8% | -0.9% | 0.0% | -0.5% |
| 30D | +0.2% | -1.2% | +1.4% | +0.7% |
| 3M | +12.1% | -2.3% | +14.4% | +12.8% |
| 6M | +5.4% | +4.5% | +0.9% | +2.6% |
| YTD | -10.0% | +10.1% | -20.1% | -14.7% |
| 1Y | +4.1% | +25.9% | -21.8% | -7.7% |
| 3Y | -5.2% | +24.4% | -29.6% | -17.5% |
| 5Y | -28.2% | +15.5% | -43.7% | -36.2% |
| 10Y | +208.4% | +240.3% | -31.9% | +87.4% |
| All | +208.4% | +238.6% | -30.2% | +87.4% |
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