+249.9%
PLD vs DTE
+136.5%
+113.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.2% | -0.5% | -1.7% | -2.0% |
| 3M | -7.4% | -6.0% | -1.3% | -3.9% |
| 6M | +1.9% | -7.2% | +9.1% | +6.5% |
| YTD | +7.9% | +7.2% | +0.7% | +2.4% |
| 1Y | +25.1% | +4.1% | +21.0% | +20.8% |
| 3Y | +21.9% | +46.9% | -25.0% | -7.4% |
| 5Y | +16.3% | +32.9% | -16.6% | -5.5% |
| 10Y | +249.9% | +144.5% | +105.4% | +77.9% |
| All | +249.9% | +136.5% | +113.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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