+530.2%
PLD vs EFV
+258.8%
+271.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.4% | +1.5% | -3.9% | -4.0% |
| 30D | -2.4% | +1.7% | -4.2% | -4.3% |
| 3M | -3.8% | +8.6% | -12.4% | -12.6% |
| 6M | 0.0% | +11.7% | -11.7% | -12.1% |
| YTD | +9.2% | +19.3% | -10.0% | -11.2% |
| 1Y | +25.9% | +30.2% | -4.3% | -7.4% |
| 3Y | +21.3% | +91.6% | -70.3% | -42.7% |
| 5Y | +14.1% | +96.4% | -82.3% | -48.4% |
| 10Y | +237.9% | +166.5% | +71.4% | -0.3% |
| All | +530.2% | +258.8% | +271.3% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling