-0.7%
PLD vs ECL
+38.6%
-39.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | +1.3% | +2.9% | -1.5% | -0.3% |
| 30D | -1.4% | +7.5% | -8.9% | -5.4% |
| 3M | -8.2% | +12.2% | -20.4% | -14.2% |
| 6M | -8.0% | +24.6% | -32.6% | -19.5% |
| YTD | +3.2% | +18.8% | -15.6% | -7.5% |
| 1Y | +7.0% | +19.3% | -12.3% | -4.4% |
| 3Y | +38.3% | +78.2% | -39.9% | -4.3% |
| All | -0.7% | +38.6% | -39.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling