+1,747.8%
PLD vs DOC
+585.8%
+1,162.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.7% |
| 7D | -2.4% | -1.5% | -0.9% | -1.2% |
| 30D | -2.4% | -4.8% | +2.3% | +1.3% |
| 3M | -3.8% | +6.9% | -10.7% | -9.2% |
| 6M | 0.0% | +20.7% | -20.7% | -16.6% |
| YTD | +9.2% | +34.1% | -24.9% | -16.8% |
| 1Y | +25.9% | +22.6% | +3.3% | +2.6% |
| 3Y | +21.3% | +20.8% | +0.5% | -2.8% |
| 5Y | +14.1% | -24.9% | +39.0% | +34.7% |
| 10Y | +237.9% | -1.8% | +239.7% | +176.1% |
| All | +1,747.8% | +585.8% | +1,162.0% | +475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling