+1,621.7%
PLD vs DRI
+6,440.8%
-4,819.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.8% | +2.8% | -3.6% | -1.9% |
| 30D | -0.3% | +13.3% | -13.5% | -5.0% |
| 3M | -8.0% | +8.2% | -16.2% | -11.2% |
| 6M | -9.8% | +17.5% | -27.3% | -15.9% |
| YTD | +1.8% | +26.9% | -25.1% | -8.4% |
| 1Y | +5.6% | +31.6% | -26.0% | -6.4% |
| 3Y | +33.3% | +67.0% | -33.7% | +5.9% |
| 5Y | +0.3% | +72.9% | -72.6% | -22.6% |
| 10Y | +241.6% | +371.3% | -129.7% | +48.0% |
| All | +1,621.7% | +6,440.8% | -4,819.1% | +268.6% |
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 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