+503.8%
PLD vs EFV
+249.8%
+254.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | -0.2% |
| 7D | +0.7% | +1.7% | -1.1% | -1.3% |
| 30D | +0.8% | +3.4% | -2.6% | -3.0% |
| 3M | -6.1% | -1.7% | -4.4% | -4.5% |
| 6M | -8.0% | +6.4% | -14.4% | -14.6% |
| YTD | +4.7% | +16.3% | -11.6% | -12.5% |
| 1Y | +7.2% | +22.9% | -15.7% | -16.0% |
| 3Y | +39.2% | +92.8% | -53.6% | -34.9% |
| 5Y | +1.9% | +93.5% | -91.6% | -53.1% |
| 10Y | +256.8% | +162.1% | +94.6% | +7.1% |
| All | +503.8% | +249.8% | +254.0% | +28.4% |
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