+1,747.8%
PLD vs ECL
+3,032.3%
-1,284.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | -2.6% | +0.2% | -0.8% |
| 30D | -2.4% | -2.2% | -0.3% | -1.2% |
| 3M | -3.8% | +10.1% | -13.9% | -9.9% |
| 6M | 0.0% | -5.7% | +5.8% | +3.0% |
| YTD | +9.2% | +7.0% | +2.3% | +3.7% |
| 1Y | +25.9% | +2.7% | +23.3% | +22.2% |
| 3Y | +21.3% | +57.7% | -36.4% | -11.0% |
| 5Y | +14.1% | +31.1% | -17.0% | -8.1% |
| 10Y | +237.9% | +150.9% | +87.0% | +67.8% |
| All | +1,747.8% | +3,032.3% | -1,284.5% | +244.5% |
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