+33.3%
PLD vs EFV
+84.2%
-51.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | 0.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.2% |
| 30D | -0.3% | +0.9% | -1.2% | -1.0% |
| 3M | -8.0% | -3.6% | -4.5% | -5.1% |
| 6M | -9.8% | +2.5% | -12.3% | -12.1% |
| YTD | +1.8% | +13.2% | -11.4% | -10.0% |
| 1Y | +5.6% | +20.3% | -14.7% | -12.1% |
| 3Y | +33.3% | +84.9% | -51.7% | -31.1% |
| All | +33.3% | +84.2% | -51.0% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling