+1,747.8%
PLD vs DD
+445.3%
+1,302.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.4% | -3.5% | +1.1% | -0.8% |
| 30D | -2.4% | -10.3% | +7.9% | +2.4% |
| 3M | -3.8% | -7.5% | +3.7% | -0.7% |
| 6M | 0.0% | -8.0% | +8.0% | +2.8% |
| YTD | +9.2% | +10.5% | -1.2% | +2.8% |
| 1Y | +25.9% | +38.3% | -12.4% | +6.3% |
| 3Y | +21.3% | +42.5% | -21.2% | -1.2% |
| 5Y | +14.1% | +60.2% | -46.0% | -13.9% |
| 10Y | +237.9% | +68.9% | +169.0% | +121.9% |
| All | +1,747.8% | +445.3% | +1,302.6% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling