+0.1%
PLD vs DD
+67.6%
-67.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | 0.0% | +6.7% | -6.7% | -2.7% |
| 30D | -3.7% | +19.4% | -23.2% | -11.0% |
| 3M | -7.9% | +7.6% | -15.6% | -11.1% |
| 6M | -9.2% | +2.9% | -12.1% | -11.0% |
| YTD | +3.1% | +29.9% | -26.8% | -9.8% |
| 1Y | +6.2% | +28.6% | -22.4% | -6.8% |
| 3Y | +35.4% | +90.0% | -54.6% | -3.9% |
| 5Y | +0.1% | +68.1% | -68.1% | -29.7% |
| All | +0.1% | +67.6% | -67.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling