+31.1%
PLD vs BOXX
+19.3%
+11.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -1.4% | +0.4% | -1.8% | -1.7% |
| 3M | -8.2% | +1.0% | -9.2% | -9.0% |
| 6M | -8.0% | +2.0% | -10.0% | -9.3% |
| YTD | +3.2% | +3.4% | -0.3% | +2.1% |
| 1Y | +7.0% | +4.1% | +2.9% | +6.0% |
| 3Y | +38.3% | +14.4% | +23.9% | +57.4% |
| All | +31.1% | +19.3% | +11.8% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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