+122.0%
F vs PLD
+1,606.2%
-1,484.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | -10.4% | -7.9% | -2.4% | -7.3% |
| 6M | +9.7% | -7.0% | +16.7% | +12.6% |
| YTD | -1.2% | +3.1% | -4.2% | -3.0% |
| 1Y | 0.0% | +7.1% | -7.0% | -3.4% |
| 3Y | +41.1% | +32.9% | +8.2% | +23.7% |
| 5Y | -11.4% | +1.5% | -13.0% | -13.5% |
| 10Y | +85.0% | +245.9% | -160.9% | +7.6% |
| All | +122.0% | +1,606.2% | -1,484.2% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling