+365.4%
HPE vs PLD
+248.8%
+116.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.9% |
| 7D | -7.1% | +0.7% | -7.8% | -7.3% |
| 30D | -35.3% | +0.8% | -36.1% | -35.5% |
| 3M | -10.4% | -6.1% | -4.3% | -7.8% |
| 6M | +52.5% | -8.0% | +60.5% | +57.1% |
| YTD | +100.3% | +4.7% | +95.6% | +94.3% |
| 1Y | +106.4% | +7.2% | +99.2% | +97.8% |
| 3Y | +227.4% | +39.2% | +188.2% | +172.7% |
| 5Y | +250.6% | +1.9% | +248.7% | +226.8% |
| 10Y | +365.4% | +256.8% | +108.6% | +151.2% |
| All | +365.4% | +248.8% | +116.6% | +151.2% |
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