+15.2%
PLD vs EFV
+96.9%
-81.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | +1.5% | -3.9% | -3.6% |
| 30D | -2.4% | +1.7% | -4.2% | -3.9% |
| 3M | -3.8% | +8.6% | -12.4% | -10.7% |
| 6M | 0.0% | +11.7% | -11.7% | -9.4% |
| YTD | +9.2% | +19.3% | -10.0% | -7.0% |
| 1Y | +25.9% | +30.2% | -4.3% | -1.0% |
| 3Y | +21.3% | +91.6% | -70.3% | -32.5% |
| All | +15.2% | +96.9% | -81.6% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling