+1,663.4%
PLD vs DTE
+1,666.2%
-2.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -1.0% | +1.6% | -2.6% | -2.0% |
| 30D | -1.8% | +9.1% | -10.9% | -7.4% |
| 3M | -6.0% | +2.4% | -8.5% | -7.7% |
| 6M | -8.4% | -0.2% | -8.1% | -8.6% |
| YTD | +4.2% | +11.0% | -6.8% | -3.6% |
| 1Y | +6.2% | +3.4% | +2.8% | +3.0% |
| 3Y | +37.0% | +57.1% | -20.1% | -0.9% |
| 5Y | +1.2% | +46.6% | -45.4% | -23.5% |
| 10Y | +272.2% | +151.3% | +120.9% | +87.3% |
| All | +1,663.4% | +1,666.2% | -2.8% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling