+256.8%
PLD vs EL
+63.1%
+193.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.0% |
| 7D | +0.7% | +8.0% | -7.3% | -1.6% |
| 30D | +0.8% | +15.4% | -14.6% | -3.5% |
| 3M | -6.1% | +28.5% | -34.6% | -13.5% |
| 6M | -8.0% | +32.2% | -40.2% | -16.5% |
| YTD | +4.7% | +9.2% | -4.5% | -1.4% |
| 1Y | +7.2% | +30.8% | -23.6% | -5.0% |
| 3Y | +39.2% | +3.7% | +35.5% | +24.4% |
| 5Y | +1.9% | -64.8% | +66.7% | +33.9% |
| 10Y | +256.8% | +60.0% | +196.7% | +184.8% |
| All | +256.8% | +63.1% | +193.7% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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