+5.8%
HD vs PLD
+21.6%
-15.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.0% |
| 30D | -8.4% | -2.4% | -6.0% | -7.4% |
| 3M | +4.3% | -3.8% | +8.1% | +5.8% |
| 6M | -11.1% | 0.0% | -11.2% | -11.6% |
| YTD | -4.7% | +9.2% | -13.9% | -9.2% |
| 1Y | -19.8% | +25.9% | -45.7% | -28.7% |
| All | +5.8% | +21.6% | -15.8% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling