+33.3%
PLD vs DT
-9.2%
+42.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -0.8% | -24.7% | +23.9% | +2.1% |
| 30D | -0.3% | -27.4% | +27.1% | +3.0% |
| 3M | -8.0% | -11.1% | +3.1% | -7.2% |
| 6M | -9.8% | +13.7% | -23.5% | -12.2% |
| YTD | +1.8% | +0.2% | +1.6% | +1.1% |
| 1Y | +5.6% | -5.7% | +11.3% | +6.2% |
| 3Y | +33.3% | -8.1% | +41.4% | +27.0% |
| All | +33.3% | -9.2% | +42.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling