+602.6%
PLD vs DLR
+3,340.7%
-2,738.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.0% |
| 7D | -0.8% | -3.6% | +2.8% | +1.9% |
| 30D | -0.3% | -3.5% | +3.2% | +2.1% |
| 3M | -8.0% | -8.9% | +0.9% | -1.9% |
| 6M | -9.8% | -11.6% | +1.8% | -3.0% |
| YTD | +1.8% | +14.9% | -13.1% | -12.7% |
| 1Y | +5.6% | +6.4% | -0.8% | -4.0% |
| 3Y | +33.3% | +47.3% | -14.0% | -13.8% |
| 5Y | +0.3% | +32.8% | -32.5% | -32.6% |
| 10Y | +241.6% | +169.6% | +72.1% | +5.5% |
| All | +602.6% | +3,340.7% | -2,738.1% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling