+1,747.8%
PLD vs DVA
+1,853.9%
-106.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 6M | 0.0% | +18.9% | -18.8% | -3.8% |
| YTD | +9.2% | +61.9% | -52.7% | -0.8% |
| 1Y | +25.9% | +35.7% | -9.8% | +17.7% |
| 3Y | +21.3% | +78.6% | -57.3% | +6.6% |
| 5Y | +14.1% | +39.2% | -25.1% | +2.3% |
| 10Y | +237.9% | +184.0% | +53.8% | +163.2% |
| All | +1,747.8% | +1,853.9% | -106.0% | +1,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling