-20.7%
PFE vs PLD
+14.8%
-35.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.8% | -2.4% | +4.1% | +2.4% |
| 30D | +10.2% | -2.4% | +12.7% | +10.9% |
| 3M | +12.7% | -3.8% | +16.5% | +13.7% |
| 6M | +10.5% | 0.0% | +10.5% | +10.2% |
| YTD | +20.2% | +9.2% | +10.9% | +16.8% |
| 1Y | +24.1% | +25.9% | -1.8% | +15.9% |
| 3Y | -3.6% | +21.3% | -24.9% | -10.4% |
| All | -20.7% | +14.8% | -35.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling