+257.2%
PLD vs DD
+97.1%
+160.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.3% | +5.0% | -3.6% | -0.5% |
| 30D | -1.4% | +19.7% | -21.1% | -8.1% |
| 3M | -8.2% | +7.2% | -15.3% | -10.9% |
| 6M | -8.0% | +1.0% | -9.0% | -9.0% |
| YTD | +3.2% | +29.1% | -25.9% | -7.7% |
| 1Y | +7.0% | +28.5% | -21.5% | -4.2% |
| 3Y | +38.3% | +89.4% | -51.2% | +4.6% |
| 5Y | +0.2% | +67.1% | -67.0% | -22.2% |
| All | +257.2% | +97.1% | +160.1% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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