+39.7%
PLD vs DT
-12.5%
+52.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -1.0% | -5.4% | +4.4% | -0.4% |
| 30D | -1.8% | -32.2% | +30.4% | +2.2% |
| 3M | -6.0% | -10.9% | +4.9% | -5.2% |
| 6M | -8.4% | +10.0% | -18.3% | -10.3% |
| YTD | +4.2% | +2.1% | +2.2% | +3.3% |
| 1Y | +6.2% | -5.5% | +11.7% | +7.1% |
| All | +39.7% | -12.5% | +52.2% | +33.5% |
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