+256.9%
PLD vs EFX
+79.2%
+177.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +1.4% |
| 30D | -3.7% | +25.3% | -29.0% | -12.1% |
| 3M | -7.9% | +3.8% | -11.7% | -10.1% |
| 6M | -9.2% | +12.7% | -21.9% | -15.0% |
| YTD | +3.1% | -13.1% | +16.2% | +5.5% |
| 1Y | +6.2% | -9.3% | +15.5% | +6.7% |
| 3Y | +35.4% | +3.5% | +31.9% | +25.1% |
| 5Y | +0.1% | -30.6% | +30.7% | +5.4% |
| All | +256.9% | +79.2% | +177.7% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling