-0.7%
PLD vs DD
+58.5%
-59.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -0.8% | +4.6% | -5.4% | -2.9% |
| 30D | -0.3% | +11.8% | -12.0% | -5.1% |
| 3M | -8.0% | +2.2% | -10.2% | -9.2% |
| 6M | -9.8% | -1.6% | -8.2% | -9.9% |
| YTD | +1.8% | +23.0% | -21.2% | -8.8% |
| 1Y | +5.6% | +26.9% | -21.3% | -6.9% |
| 3Y | +33.3% | +77.9% | -44.6% | -2.6% |
| All | -0.7% | +58.5% | -59.1% | -29.0% |
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 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