+92.2%
PLD vs DT
+70.4%
+21.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.8% | -24.7% | +23.9% | +4.9% |
| 30D | -0.3% | -27.4% | +27.1% | +6.2% |
| 3M | -8.0% | -11.1% | +3.1% | -6.5% |
| 6M | -9.8% | +13.7% | -23.5% | -13.9% |
| YTD | +1.8% | +0.2% | +1.6% | -1.0% |
| 1Y | +5.6% | -5.7% | +11.3% | +4.2% |
| 3Y | +33.3% | -8.1% | +41.4% | +29.7% |
| 5Y | +0.3% | -43.1% | +43.4% | +3.9% |
| All | +92.2% | +70.4% | +21.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling