+1,681.4%
PLD vs DOC
+576.9%
+1,104.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | -0.8% |
| 7D | +4.9% | +8.7% | -3.8% | -2.0% |
| 30D | +2.6% | +7.6% | -5.1% | -3.7% |
| 3M | -4.8% | -5.3% | +0.5% | -1.2% |
| 6M | -3.9% | +27.6% | -31.5% | -23.5% |
| YTD | +5.3% | +32.4% | -27.1% | -19.4% |
| 1Y | +9.3% | +22.9% | -13.6% | -11.3% |
| 3Y | +35.8% | +43.1% | -7.3% | -5.4% |
| 5Y | +2.9% | -21.4% | +24.3% | +16.6% |
| 10Y | +253.4% | +16.8% | +236.6% | +146.4% |
| All | +1,681.4% | +576.9% | +1,104.5% | +457.6% |
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