+416.8%
ORLY vs PLD
+269.0%
+147.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.7% |
| 30D | +4.5% | -1.8% | +6.3% | +5.0% |
| 3M | -2.2% | -6.0% | +3.9% | -0.4% |
| 6M | -0.9% | -8.4% | +7.5% | +1.6% |
| YTD | -0.7% | +4.2% | -5.0% | -2.6% |
| 1Y | -8.7% | +6.2% | -15.0% | -11.1% |
| 3Y | +37.7% | +37.0% | +0.7% | +18.9% |
| 5Y | +110.5% | +1.2% | +109.4% | +99.0% |
| 10Y | +416.8% | +272.2% | +144.6% | +193.4% |
| All | +416.8% | +269.0% | +147.8% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling