+246.2%
DIA vs PLD
+238.6%
+7.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | +0.1% | -0.9% | +0.9% | +0.4% |
| 30D | -2.1% | -1.2% | -0.9% | -1.6% |
| 3M | +4.2% | -2.3% | +6.5% | +4.8% |
| 6M | +11.9% | +4.5% | +7.4% | +9.4% |
| YTD | +10.8% | +10.1% | +0.7% | +5.8% |
| 1Y | +17.5% | +25.9% | -8.4% | +5.9% |
| 3Y | +59.9% | +24.4% | +35.5% | +41.1% |
| 5Y | +64.1% | +15.5% | +48.7% | +45.6% |
| 10Y | +246.2% | +240.3% | +5.9% | +100.5% |
| All | +246.2% | +238.6% | +7.6% | +100.5% |
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