+174.3%
PLD vs DBX
+14.3%
+160.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | -1.0% | -8.1% | +7.1% | +0.5% |
| 30D | -1.8% | -4.9% | +3.1% | -1.0% |
| 3M | -6.0% | -2.7% | -3.3% | -6.0% |
| 6M | -8.4% | +25.2% | -33.5% | -13.2% |
| YTD | +4.2% | +19.3% | -15.0% | -0.9% |
| 1Y | +6.2% | +6.6% | -0.4% | +3.3% |
| 3Y | +37.0% | +24.6% | +12.4% | +25.5% |
| 5Y | +1.2% | +23.5% | -22.3% | -9.0% |
| All | +174.3% | +14.3% | +160.0% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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