+54.4%
EFA vs PLD
+14.8%
+39.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +1.4% |
| 30D | +0.9% | -2.4% | +3.3% | +1.6% |
| 3M | +4.9% | -3.8% | +8.7% | +5.9% |
| 6M | +8.6% | 0.0% | +8.5% | +8.2% |
| YTD | +14.6% | +9.2% | +5.4% | +10.8% |
| 1Y | +22.6% | +25.9% | -3.3% | +12.9% |
| 3Y | +66.5% | +21.3% | +45.2% | +51.8% |
| All | +54.4% | +14.8% | +39.7% | +40.0% |
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