+240.3%
PLD vs DE
+849.6%
-609.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.4% |
| 7D | -0.9% | +0.7% | -1.5% | -1.2% |
| 30D | -1.2% | +9.6% | -10.8% | -4.5% |
| 3M | -2.3% | +19.0% | -21.3% | -8.6% |
| 6M | +4.5% | +16.1% | -11.6% | -1.8% |
| YTD | +10.1% | +47.0% | -36.9% | -5.4% |
| 1Y | +25.9% | +43.1% | -17.3% | +8.9% |
| 3Y | +24.4% | +77.5% | -53.1% | -1.2% |
| 5Y | +15.5% | +96.4% | -80.9% | -14.0% |
| 10Y | +240.3% | +852.9% | -612.6% | +38.7% |
| All | +240.3% | +849.6% | -609.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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