+240.3%
PLD vs DVA
+178.6%
+61.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.3% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | -1.2% | -2.0% | +0.8% | -0.8% |
| 3M | -2.3% | -6.3% | +4.0% | -1.6% |
| 6M | +4.5% | +19.4% | -14.9% | -1.0% |
| YTD | +10.1% | +58.5% | -48.3% | -2.9% |
| 1Y | +25.9% | +33.9% | -8.0% | +15.3% |
| 3Y | +24.4% | +88.4% | -64.0% | +2.7% |
| 5Y | +15.5% | +39.5% | -24.1% | +0.1% |
| 10Y | +240.3% | +179.5% | +60.8% | +139.3% |
| All | +240.3% | +178.6% | +61.7% | +139.3% |
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