+257.2%
PLD vs DLR
+188.2%
+69.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | +1.3% | +3.3% | -2.0% | -0.5% |
| 30D | -1.4% | +4.6% | -6.0% | -4.1% |
| 3M | -8.2% | -8.3% | +0.1% | -4.3% |
| 6M | -8.0% | -5.6% | -2.4% | -6.4% |
| YTD | +3.2% | +18.7% | -15.6% | -8.4% |
| 1Y | +7.0% | +17.1% | -10.1% | -4.4% |
| 3Y | +38.3% | +54.4% | -16.1% | +0.7% |
| 5Y | +0.2% | +36.5% | -36.3% | -22.8% |
| All | +257.2% | +188.2% | +69.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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