+163.8%
ON vs PLD
+1,406.3%
-1,242.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -11.7% | -0.8% | -10.9% | -11.3% |
| 30D | -23.3% | -0.3% | -23.0% | -23.2% |
| 3M | -19.2% | -8.0% | -11.1% | -16.0% |
| 6M | -40.1% | -9.8% | -30.3% | -37.6% |
| YTD | +16.9% | +1.8% | +15.1% | +15.4% |
| 1Y | +29.7% | +5.6% | +24.1% | +25.8% |
| 3Y | -4.4% | +33.3% | -37.7% | -16.7% |
| 5Y | +7.1% | +0.3% | +6.8% | +5.4% |
| 10Y | +447.2% | +241.6% | +205.6% | +219.7% |
| All | +163.8% | +1,406.3% | -1,242.5% | -40.5% |
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 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