+648.6%
PEP vs PLD
+1,708.5%
-1,060.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +0.2% | -2.4% | +2.7% | +0.7% |
| 3M | -1.1% | -3.8% | +2.7% | -0.5% |
| 6M | -13.5% | 0.0% | -13.5% | -13.6% |
| YTD | -1.2% | +9.2% | -10.4% | -2.9% |
| 1Y | -1.6% | +25.9% | -27.5% | -5.9% |
| 3Y | -12.5% | +21.3% | -33.8% | -16.9% |
| 5Y | +3.0% | +14.1% | -11.1% | -1.9% |
| 10Y | +73.9% | +237.9% | -164.0% | +37.2% |
| All | +648.6% | +1,708.5% | -1,060.0% | +354.3% |
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