+238.0%
PFE vs PLD
+1,708.5%
-1,470.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | -2.4% | +4.1% | +2.3% |
| 30D | +10.2% | -2.4% | +12.7% | +10.8% |
| 3M | +12.7% | -3.8% | +16.5% | +13.5% |
| 6M | +10.5% | 0.0% | +10.5% | +10.3% |
| YTD | +20.2% | +9.2% | +10.9% | +17.4% |
| 1Y | +24.1% | +25.9% | -1.8% | +17.3% |
| 3Y | -3.6% | +21.3% | -24.9% | -9.2% |
| 5Y | -20.9% | +14.1% | -35.0% | -25.4% |
| 10Y | +35.8% | +237.9% | -202.0% | -1.0% |
| All | +238.0% | +1,708.5% | -1,470.5% | +38.3% |
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