+40.3%
PLD vs COMP
-53.0%
+93.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.5% |
| 7D | +0.8% | +7.2% | -6.4% | -0.2% |
| 30D | +0.5% | +6.4% | -5.9% | -0.6% |
| 3M | -5.5% | -19.4% | +13.9% | -3.5% |
| 6M | -8.3% | +14.6% | -22.9% | -11.1% |
| YTD | +4.3% | -5.5% | +9.8% | +2.3% |
| 1Y | +7.4% | +13.7% | -6.2% | +2.8% |
| 3Y | +37.1% | +409.7% | -372.6% | +3.3% |
| 5Y | +1.3% | -17.0% | +18.4% | -18.2% |
| All | +40.3% | -53.0% | +93.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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