+487.2%
PLD vs EFV
+240.5%
+246.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -0.3% | +0.9% | -1.2% | -1.3% |
| 3M | -8.0% | -3.6% | -4.5% | -4.4% |
| 6M | -9.8% | +2.5% | -12.3% | -12.7% |
| YTD | +1.8% | +13.2% | -11.4% | -12.3% |
| 1Y | +5.6% | +20.3% | -14.7% | -15.3% |
| 3Y | +33.3% | +84.9% | -51.7% | -34.6% |
| 5Y | +0.3% | +87.7% | -87.4% | -52.3% |
| 10Y | +241.6% | +160.7% | +80.9% | +2.9% |
| All | +487.2% | +240.5% | +246.6% | +28.7% |
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