+1,621.7%
PLD vs DE
+4,299.9%
-2,678.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -0.3% | +2.3% | -2.5% | -1.4% |
| 3M | -8.0% | +9.5% | -17.5% | -12.2% |
| 6M | -9.8% | +14.1% | -23.9% | -16.2% |
| YTD | +1.8% | +45.4% | -43.6% | -16.1% |
| 1Y | +5.6% | +42.9% | -37.3% | -12.5% |
| 3Y | +33.3% | +84.8% | -51.6% | -3.3% |
| 5Y | +0.3% | +101.8% | -101.5% | -32.7% |
| 10Y | +241.6% | +788.0% | -546.4% | +3.7% |
| All | +1,621.7% | +4,299.9% | -2,678.2% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling