+189.8%
PLD vs DBX
+16.6%
+173.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.4% |
| 7D | -0.9% | -1.3% | +0.5% | -0.6% |
| 30D | -1.2% | -2.9% | +1.7% | -0.8% |
| 3M | -2.3% | +23.8% | -26.2% | -6.7% |
| 6M | +4.5% | +26.2% | -21.7% | -1.3% |
| YTD | +10.1% | +21.6% | -11.5% | +4.7% |
| 1Y | +25.9% | +11.4% | +14.5% | +21.5% |
| 3Y | +24.4% | +21.3% | +3.1% | +15.2% |
| 5Y | +15.5% | +6.7% | +8.8% | +6.8% |
| All | +189.8% | +16.6% | +173.2% | +134.8% |
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