+15.2%
PLD vs DVA
+40.3%
-25.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -2.4% | -2.5% | +0.1% | -2.1% |
| 3M | -3.8% | -4.3% | +0.5% | -3.6% |
| 6M | 0.0% | +18.9% | -18.8% | -3.5% |
| YTD | +9.2% | +61.9% | -52.7% | -0.2% |
| 1Y | +25.9% | +35.7% | -9.8% | +18.4% |
| 3Y | +21.3% | +78.6% | -57.3% | +9.0% |
| All | +15.2% | +40.3% | -25.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling