+240.3%
PLD vs A
+237.5%
+2.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.0% |
| 7D | -0.9% | -2.1% | +1.2% | 0.0% |
| 30D | -1.2% | +0.6% | -1.8% | -1.7% |
| 3M | -2.3% | +10.9% | -13.2% | -7.4% |
| 6M | +4.5% | +28.2% | -23.6% | -8.6% |
| YTD | +10.1% | +8.6% | +1.6% | +3.8% |
| 1Y | +25.9% | +15.5% | +10.4% | +14.5% |
| 3Y | +24.4% | +31.8% | -7.4% | +2.7% |
| 5Y | +15.5% | -14.9% | +30.3% | +16.3% |
| 10Y | +240.3% | +237.8% | +2.5% | +90.5% |
| All | +240.3% | +237.5% | +2.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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