+4,244.2%
LLY vs PLD
+1,606.2%
+2,638.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | +17.9% | -0.1% | +18.0% | +17.9% |
| 3M | +16.8% | -7.9% | +24.8% | +19.0% |
| 6M | +38.4% | -7.0% | +45.4% | +40.5% |
| YTD | +27.6% | +3.1% | +24.5% | +26.3% |
| 1Y | +48.3% | +7.1% | +41.3% | +45.6% |
| 3Y | +145.4% | +32.9% | +112.5% | +126.1% |
| 5Y | +438.9% | +1.5% | +437.4% | +421.3% |
| 10Y | +2,101.6% | +245.9% | +1,855.7% | +1,504.3% |
| All | +4,244.2% | +1,606.2% | +2,638.0% | +1,614.7% |
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