+38.6%
PLD vs COMP
-56.6%
+95.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.0% | -1.2% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | -0.1% | -0.8% | +0.7% | -0.2% |
| 3M | -7.9% | -28.1% | +20.2% | -4.6% |
| 6M | -7.0% | +27.0% | -34.0% | -11.2% |
| YTD | +3.1% | -12.8% | +15.8% | +2.2% |
| 1Y | +7.1% | +4.9% | +2.2% | +3.6% |
| 3Y | +32.9% | +321.0% | -288.1% | +2.6% |
| 5Y | +1.5% | -25.6% | +27.1% | -17.1% |
| All | +38.6% | -56.6% | +95.2% | +16.2% |
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