+1,643.3%
PLD vs ECL
+3,339.2%
-1,695.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.3% |
| 7D | +0.4% | +1.7% | -1.2% | -0.6% |
| 30D | -0.1% | +8.9% | -9.0% | -5.3% |
| 3M | -7.9% | +7.4% | -15.4% | -12.2% |
| 6M | -7.0% | +19.3% | -26.3% | -17.3% |
| YTD | +3.1% | +17.4% | -14.4% | -7.8% |
| 1Y | +7.1% | +19.4% | -12.3% | -5.4% |
| 3Y | +32.9% | +80.5% | -47.6% | -10.5% |
| 5Y | +1.5% | +40.2% | -38.7% | -21.5% |
| 10Y | +245.9% | +207.8% | +38.1% | +50.3% |
| All | +1,643.3% | +3,339.2% | -1,695.9% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling