+7.8%
PLD vs ECL
+20.9%
-13.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +0.8% | +8.8% | -8.0% | -2.3% |
| 3M | -6.1% | +7.8% | -14.0% | -8.7% |
| 6M | -8.0% | +21.3% | -29.3% | -15.0% |
| YTD | +4.7% | +17.8% | -13.1% | -0.1% |
| All | +7.8% | +20.9% | -13.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling