+267.4%
PLD vs DVA
+197.6%
+69.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | +0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +0.5% | 0.0% | +0.5% | +0.2% |
| 3M | -5.5% | -2.4% | -3.1% | -5.5% |
| 6M | -8.3% | -9.8% | +1.4% | -7.4% |
| YTD | +4.3% | +57.8% | -53.5% | -8.4% |
| 1Y | +7.4% | +49.2% | -41.8% | -4.4% |
| 3Y | +37.1% | +116.0% | -79.0% | +9.8% |
| 5Y | +1.3% | +68.5% | -67.2% | -17.2% |
| 10Y | +267.4% | +198.9% | +68.5% | +156.8% |
| All | +267.4% | +197.6% | +69.8% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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