-4.4%
ON vs PLD
+31.5%
-35.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -11.7% | -0.8% | -10.9% | -11.1% |
| 30D | -23.3% | -0.3% | -23.0% | -23.1% |
| 3M | -19.2% | -8.0% | -11.1% | -14.5% |
| 6M | -40.1% | -9.8% | -30.3% | -36.5% |
| YTD | +16.9% | +1.8% | +15.1% | +13.5% |
| 1Y | +29.7% | +5.6% | +24.1% | +22.5% |
| 3Y | -4.4% | +33.3% | -37.7% | -29.1% |
| All | -4.4% | +31.5% | -35.9% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling