-18.1%
ON vs PLD
-7.3%
-10.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.4% | -10.2% |
| 7D | -16.3% | +0.4% | -16.7% | -15.9% |
| 30D | -27.0% | -0.1% | -26.9% | -26.2% |
| 3M | -18.1% | -7.9% | -10.1% | -15.5% |
| All | -18.1% | -7.3% | -10.8% | -15.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling