+1,747.8%
PLD vs DTE
+1,604.9%
+142.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -2.4% | +0.2% | -2.5% | -2.5% |
| 30D | -2.4% | -2.6% | +0.1% | -0.8% |
| 3M | -3.8% | -3.9% | +0.1% | -1.5% |
| 6M | 0.0% | -7.9% | +7.9% | +5.1% |
| YTD | +9.2% | +7.2% | +2.1% | +3.6% |
| 1Y | +25.9% | +3.1% | +22.8% | +22.3% |
| 3Y | +21.3% | +47.6% | -26.3% | -8.5% |
| 5Y | +14.1% | +32.7% | -18.6% | -7.7% |
| 10Y | +237.9% | +138.8% | +99.1% | +76.5% |
| All | +1,747.8% | +1,604.9% | +142.9% | +296.5% |
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