+231.7%
PLD vs DLR
+166.0%
+65.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -0.8% | -3.6% | +2.8% | +1.1% |
| 30D | -0.3% | -3.5% | +3.2% | +1.4% |
| 3M | -8.0% | -8.9% | +0.9% | -3.8% |
| 6M | -9.8% | -11.6% | +1.8% | -4.8% |
| YTD | +1.8% | +14.9% | -13.1% | -8.0% |
| 1Y | +5.6% | +6.4% | -0.8% | -0.5% |
| 3Y | +33.3% | +47.3% | -14.0% | -0.5% |
| 5Y | +0.3% | +32.8% | -32.5% | -21.7% |
| All | +231.7% | +166.0% | +65.6% | +67.6% |
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