+240.3%
PLD vs EFX
+40.1%
+200.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +2.0% |
| 7D | -0.9% | -7.8% | +7.0% | +2.2% |
| 30D | -1.2% | -5.7% | +4.5% | +0.8% |
| 3M | -2.3% | +2.5% | -4.8% | -4.3% |
| 6M | +4.5% | -16.7% | +21.2% | +10.5% |
| YTD | +10.1% | -20.2% | +30.3% | +17.4% |
| 1Y | +25.9% | -31.4% | +57.3% | +42.4% |
| 3Y | +24.4% | -10.5% | +34.9% | +22.3% |
| 5Y | +15.5% | -35.2% | +50.7% | +25.4% |
| 10Y | +240.3% | +40.2% | +200.1% | +168.8% |
| All | +240.3% | +40.1% | +200.2% | +168.8% |
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