-4.9%
ON vs PLD
+33.1%
-38.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.4% | -10.1% |
| 7D | -16.3% | +0.4% | -16.7% | -16.4% |
| 30D | -27.0% | -0.1% | -26.9% | -26.9% |
| 3M | -18.1% | -7.9% | -10.1% | -13.4% |
| 6M | -38.6% | -7.0% | -31.7% | -36.3% |
| YTD | +16.4% | +3.1% | +13.3% | +12.1% |
| 1Y | +25.8% | +7.1% | +18.7% | +17.7% |
| All | -4.9% | +33.1% | -38.0% | -30.0% |
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