+240.3%
PLD vs EFV
+163.3%
+76.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -0.9% | +1.0% | -1.8% | -1.7% |
| 30D | -1.2% | +0.2% | -1.4% | -1.4% |
| 3M | -2.3% | +9.6% | -11.9% | -9.7% |
| 6M | +4.5% | +14.0% | -9.5% | -6.6% |
| YTD | +10.1% | +18.5% | -8.3% | -4.9% |
| 1Y | +25.9% | +27.9% | -2.0% | +1.8% |
| 3Y | +24.4% | +92.4% | -68.0% | -28.5% |
| 5Y | +15.5% | +97.2% | -81.7% | -35.4% |
| 10Y | +240.3% | +163.0% | +77.3% | +38.5% |
| All | +240.3% | +163.3% | +76.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling