+2.9%
PLD vs DOC
-22.8%
+25.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | -0.2% |
| 7D | +4.9% | +8.7% | -3.8% | -0.5% |
| 30D | +2.6% | +7.6% | -5.1% | -2.3% |
| 3M | -4.8% | -5.3% | +0.5% | -1.8% |
| 6M | -3.9% | +27.6% | -31.5% | -19.5% |
| YTD | +5.3% | +32.4% | -27.1% | -14.8% |
| 1Y | +9.3% | +22.9% | -13.6% | -6.9% |
| 3Y | +35.8% | +43.1% | -7.3% | +0.7% |
| 5Y | +2.9% | -21.4% | +24.3% | +24.7% |
| All | +2.9% | -22.8% | +25.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling