+2,043.2%
LLY vs PLD
+236.3%
+1,806.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.4% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +13.9% | -0.3% | +14.2% | +13.9% |
| 3M | +13.8% | -8.0% | +21.8% | +16.7% |
| 6M | +37.6% | -9.8% | +47.4% | +41.8% |
| YTD | +26.6% | +1.8% | +24.8% | +25.3% |
| 1Y | +45.3% | +5.6% | +39.7% | +42.1% |
| 3Y | +132.2% | +33.3% | +99.0% | +105.6% |
| 5Y | +434.7% | +0.3% | +434.4% | +412.1% |
| All | +2,043.2% | +236.3% | +1,806.9% | +1,440.6% |
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 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