+7.8%
PLD vs DD
+31.6%
-23.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.1% | +1.4% |
| 7D | +0.7% | +9.8% | -9.1% | -1.6% |
| 30D | +0.8% | +19.3% | -18.5% | -3.6% |
| 3M | -6.1% | +9.4% | -15.5% | -8.3% |
| 6M | -8.0% | +4.8% | -12.8% | -9.3% |
| YTD | +4.7% | +30.2% | -25.6% | -1.8% |
| All | +7.8% | +31.6% | -23.8% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling