+256.9%
PLD vs DVA
+192.4%
+64.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.1% |
| 7D | 0.0% | -10.7% | +10.7% | +2.3% |
| 30D | -3.7% | -4.4% | +0.7% | -3.2% |
| 3M | -7.9% | -4.1% | -3.8% | -7.6% |
| 6M | -9.2% | -13.2% | +4.0% | -7.6% |
| YTD | +3.1% | +53.2% | -50.2% | -9.0% |
| 1Y | +6.2% | +40.8% | -34.6% | -4.3% |
| 3Y | +35.4% | +109.7% | -74.3% | +9.1% |
| 5Y | +0.1% | +64.5% | -64.4% | -17.8% |
| All | +256.9% | +192.4% | +64.5% | +154.2% |
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