+255.0%
PFE vs PLD
+1,606.2%
-1,351.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +8.7% | -0.1% | +8.8% | +8.6% |
| 3M | +15.8% | -7.9% | +23.7% | +17.9% |
| 6M | +16.8% | -7.0% | +23.8% | +18.5% |
| YTD | +26.2% | +3.1% | +23.1% | +24.9% |
| 1Y | +29.9% | +7.1% | +22.8% | +27.5% |
| 3Y | +15.9% | +32.9% | -17.0% | +7.0% |
| 5Y | -20.6% | +1.5% | -22.1% | -23.2% |
| 10Y | +65.4% | +245.9% | -180.5% | +20.0% |
| All | +255.0% | +1,606.2% | -1,351.2% | +47.1% |
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