-0.7%
PLD vs DVA
+75.9%
-76.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.1% |
| 30D | -0.3% | +8.2% | -8.5% | -1.5% |
| 3M | -8.0% | +5.9% | -13.9% | -9.0% |
| 6M | -9.8% | -1.3% | -8.5% | -10.3% |
| YTD | +1.8% | +68.4% | -66.6% | -7.8% |
| 1Y | +5.6% | +57.5% | -51.8% | -3.3% |
| 3Y | +33.3% | +142.3% | -109.0% | +14.5% |
| All | -0.7% | +75.9% | -76.6% | -11.5% |
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