+80.3%
PEP vs PLD
+248.8%
-168.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +12.6% | +0.8% | +11.8% | +12.2% |
| 3M | +3.1% | -6.1% | +9.3% | +5.4% |
| 6M | -6.3% | -8.0% | +1.7% | -3.7% |
| YTD | +1.9% | +4.7% | -2.8% | -0.3% |
| 1Y | +3.3% | +7.2% | -3.9% | +0.2% |
| 3Y | -4.8% | +39.2% | -44.1% | -19.1% |
| 5Y | +2.0% | +1.9% | +0.1% | -3.6% |
| 10Y | +80.3% | +256.8% | -176.4% | -1.9% |
| All | +80.3% | +248.8% | -168.5% | -1.9% |
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