+36.9%
PLD vs COMP
-52.0%
+88.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.7% | -12.0% | -2.5% |
| 7D | -0.8% | +13.4% | -14.2% | -2.4% |
| 30D | -0.3% | +11.1% | -11.4% | -1.8% |
| 3M | -8.0% | -18.8% | +10.8% | -6.2% |
| 6M | -9.8% | +10.5% | -20.3% | -12.1% |
| YTD | +1.8% | -3.4% | +5.2% | -0.3% |
| 1Y | +5.6% | +19.7% | -14.1% | +0.4% |
| 3Y | +33.3% | +381.6% | -348.3% | +1.1% |
| 5Y | +0.3% | -17.6% | +17.9% | -19.2% |
| All | +36.9% | -52.0% | +88.9% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling