+435.2%
HPE vs PLD
+238.1%
+197.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | -2.3% | -2.4% | +0.1% | -1.2% |
| 3M | -2.9% | -3.8% | +0.9% | -1.8% |
| 6M | +143.6% | 0.0% | +143.5% | +141.3% |
| YTD | +118.5% | +9.2% | +109.3% | +107.9% |
| 1Y | +129.2% | +25.9% | +103.3% | +103.8% |
| 3Y | +212.5% | +21.3% | +191.2% | +176.6% |
| 5Y | +286.9% | +14.1% | +272.8% | +241.2% |
| All | +435.2% | +238.1% | +197.2% | +189.1% |
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