+1,747.8%
PLD vs DRI
+6,116.5%
-4,368.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -2.4% | +3.8% | -6.3% | -4.0% |
| 3M | -3.8% | +13.0% | -16.8% | -8.6% |
| 6M | 0.0% | +8.3% | -8.3% | -3.7% |
| YTD | +9.2% | +20.6% | -11.4% | +0.6% |
| 1Y | +25.9% | +6.5% | +19.5% | +21.2% |
| 3Y | +21.3% | +53.7% | -32.4% | -0.2% |
| 5Y | +14.1% | +72.7% | -58.5% | -11.9% |
| 10Y | +237.9% | +363.2% | -125.3% | +47.4% |
| All | +1,747.8% | +6,116.5% | -4,368.7% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling