+39.2%
PLD vs DRI
+70.6%
-31.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +0.7% | +3.1% | -2.4% | -0.2% |
| 30D | +0.8% | +16.2% | -15.4% | -3.5% |
| 3M | -6.1% | +8.4% | -14.5% | -8.5% |
| 6M | -8.0% | +19.0% | -27.0% | -13.3% |
| YTD | +4.7% | +28.8% | -24.2% | -4.3% |
| 1Y | +7.2% | +33.1% | -25.9% | -3.2% |
| 3Y | +39.2% | +70.8% | -31.6% | +7.6% |
| All | +39.2% | +70.6% | -31.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling