+256.8%
PLD vs DAR
+288.2%
-31.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +1.4% |
| 30D | +0.8% | -12.8% | +13.6% | +4.2% |
| 3M | -6.1% | -11.6% | +5.5% | -3.7% |
| 6M | -8.0% | -16.8% | +8.8% | -4.6% |
| YTD | +4.7% | +45.9% | -41.3% | -6.8% |
| 1Y | +7.2% | +61.5% | -54.3% | -7.2% |
| 3Y | +39.2% | +23.0% | +16.3% | +24.4% |
| 5Y | +1.9% | -35.8% | +37.7% | +5.8% |
| 10Y | +256.8% | +280.4% | -23.6% | +97.7% |
| All | +256.8% | +288.2% | -31.5% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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