+34.2%
DIS vs PLD
+236.3%
-202.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +11.5% | -0.3% | +11.7% | +11.5% |
| 3M | +11.5% | -8.0% | +19.6% | +15.3% |
| 6M | +8.9% | -9.8% | +18.7% | +13.2% |
| YTD | +3.4% | +1.8% | +1.6% | +2.2% |
| 1Y | +7.2% | +5.6% | +1.6% | +4.4% |
| 3Y | +43.3% | +33.3% | +10.1% | +23.5% |
| 5Y | -31.4% | +0.3% | -31.7% | -35.0% |
| All | +34.2% | +236.3% | -202.1% | -13.5% |
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